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-rw-r--r--build_SC.R1
1 files changed, 1 insertions, 0 deletions
diff --git a/build_SC.R b/build_SC.R
index 1e138ca7..11e2ec7b 100644
--- a/build_SC.R
+++ b/build_SC.R
@@ -8,6 +8,7 @@ L1m <- buildMarkitYC(MarkitData, dt = 1/12)
L2m <- buildMarkitYC(MarkitData, dt = 1/6)
L3m <- buildMarkitYC(MarkitData)
L6m <- buildMarkitYC(MarkitData, dt = 1/2)
+L12m <- buildMarkitYC(MarkitData, dt = 1)
setEvaluationDate(as.Date(MarkitData$effectiveasof))
today <- function(){
return(as.Date(MarkitData$effectiveasof))