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SpotRateCurve `[` operator raises an error with NA #24

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wilsonfreitas opened this issue Jul 6, 2022 · 0 comments

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wilsonfreitas commented Jul 6, 2022 •

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library(fixedincome)

crv <- spotratecurve(
  c(0.1315, 0.1319, 0.1338, 0.1348, 0.1372, 0.1381),
  c(1, 21, 42, 63, 126, 252),
  "discrete", "business/252", "Brazil/ANBIMA",
  refdate = Sys.Date()
)

crv[c(1, NA, 5)]
#> Error in validObject(.Object): invalid class "SpotRateCurve" object: FALSE

This could return NA elements instead of raising an error.

wilsonfreitas changed the title ~~SpotRateCurve [ operator raises an error with NA~~ SpotRateCurve [ operator raises an error with NA

wilsonfreitas added the enhancement label

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