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This function takes two dates and returns a sequence of dates using the interval.
cfdates(sdates,edates,snapshots)
start date in Matlab datenum format.
end date in Matlab datenum format.
Integer indicating the number of credit-rating snapshots per year to be considered for the estimation. Valid values are 1, 4, 12, 54, and 356. For example, 1 = one snapshot per year
a list containing a date sequence.
# NOT RUN {
# Convert a date string to Matlab datenum format.
sdates <- POSIXTomatlab(as.POSIXlt(as.Date("2000-01-01")))
edates <- POSIXTomatlab(as.POSIXlt(as.Date("2002-01-01")))
cfdates(sdates, edates, 1)
# }
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