source("yieldcurve.R") source("cds_utils.R") root.dir <- "/home/share/CorpCDOs/" dates <- seq(as.Date("2013-05-01"), as.Date("2014-05-01"), by=1) for(i in 1:length(dates)){ day <- dates[i] calibration.date <- addBusDay(day, -1) print(calibration.date) print(day) if(isBusinessDay(calendar="UnitedStates", day)){ exportYC(calibration.date) test <- DiscountCurve(L3m$params, L3m$tsQuotes, 1) } }