1 files changed, 93 insertions, 92 deletions
diff --git a/R/TAGS b/R/TAGS
index 998c2792..89b6bcc2 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -49,30 +49,30 @@ ccusipdata74,2698
 ccurrdealnames76,2725
 ii78,2846
 
-./build_scenarios.R,473
+./build_scenarios.R,472
 aargs1,0
-gget.reinvassets31,848
-cconvert.reinvtoperct43,1233
-ccompute.reinvprices55,1529
-ccalibration.date96,3048
-ccalibration97,3089
-ZZ99,3268
-ww100,3287
-NNgrid102,3307
-MMarkitData103,3320
-LL1m104,3368
-LL2m105,3412
-LL3m106,3455
-LL6m107,3489
-LL12m108,3532
-ssupport111,3628
-rrecoverylag112,3665
-rreinvspread115,3767
-rreinvfixed116,3787
-bbasecase.rollingmaturity117,3806
-rreinvlag118,3846
-nn.scenarios119,3869
-rrecov.adj120,3888
+gget.reinvassets31,862
+cconvert.reinvtoperct42,1245
+ccompute.reinvprices54,1541
+ccalibration.date95,3060
+ccalibration96,3101
+ZZ98,3280
+ww99,3299
+NNgrid101,3319
+MMarkitData102,3332
+LL1m103,3380
+LL2m104,3424
+LL3m105,3467
+LL6m106,3501
+LL12m107,3544
+ssupport110,3640
+rrecoverylag111,3677
+rreinvspread114,3779
+rreinvfixed115,3799
+bbasecase.rollingmaturity116,3818
+rreinvlag117,3858
+nn.scenarios118,3881
+rrecov.adj119,3900
 
 ./build_SC.R,345
 MMarkitData13,298
@@ -105,71 +105,71 @@ sdefaultcurve21,743
 sdefaultprepaycurve22,847
 screditcurve23,942
 sshapedtodpc26,1102
-scouponleg36,1467
-scouponleg,data.frame,flatcurve41,1608
+scouponleg36,1446
+scouponleg,data.frame,flatcurve41,1587
 scouponleg,data.frame,defaultcurve53,2065
 scouponleg,data.frame,defaultprepaycurve71,2857
 kk91,3941
 scouponleg,data.frame,shapedcurve98,4150
-sdcouponleg108,4731
-sdcouponleg,data.frame,flatcurve,missing112,4825
-sdcouponleg,data.frame,defaultcurve,numeric124,5298
-sdcouponleg,data.frame,shapedcurve,missing138,5931
-scdsduration171,7522
-scdsduration,abstractcurve,Date176,7667
-sdefaultleg184,8035
-sdefaultleg,data.frame,flatcurve,numeric189,8189
-sdefaultleg,data.frame,defaultcurve,numeric201,8728
-sdefaultleg,data.frame,defaultprepaycurve,numeric213,9329
-sdefaultleg,data.frame,shapedcurve,numeric228,10155
-sddefaultleg235,10464
-sddefaultleg,data.frame,flatcurve,numeric,missing239,10565
-sddefaultleg,data.frame,defaultcurve,numeric,numeric252,11181
-sddefaultleg,data.frame,shapedcurve,numeric,missing265,11839
-scontingentleg289,13059
-scontingentleg,data.frame,flatcurve,numeric294,13222
-scontingentleg,data.frame,defaultcurve,numeric306,13783
-scontingentleg,data.frame,defaultprepaycurve,numeric318,14404
-scontingentleg,data.frame,shapedcurve,numeric334,15334
-sdcontingentleg340,15598
-sdcontingentleg,data.frame,defaultcurve,numeric,numeric344,15705
-sdcontingentleg,data.frame,defaultcurve,numeric,missing358,16439
-sdcontingentleg,data.frame,shapedcurve,numeric,missing372,17141
-ccdspv390,18145
-ccdsspread394,18248
-ddcdspv401,18531
-bbondpv409,18774
-ddbondpv413,18879
-ccdshazardrate.flat421,19129
-ccdshazardrate.shaped433,19607
-ccdshazardrate443,19995
-bbondhazardrate.shaped474,21163
-iindexpv503,22235
-iindexduration522,23108
-iindexspread528,23335
-pportfoliospread540,23808
-pportfolioduration572,25036
-ttweakcurves580,25303
-ssurvivalProbability1595,25816
-ssurvivalProbability.exact618,26733
-SSP640,27434
-SSPmatrix648,27644
-DDP2665,28289
-ggetdealschedule682,29049
-SSPmatrix2707,30065
-fforwardportfolioprice721,30623
-ccreditcurve.maturity740,31337
+sdcouponleg108,4720
+sdcouponleg,data.frame,flatcurve,missing112,4814
+sdcouponleg,data.frame,defaultcurve,numeric124,5287
+sdcouponleg,data.frame,shapedcurve,missing138,5920
+scdsduration171,7511
+scdsduration,abstractcurve,Date176,7656
+sdefaultleg184,8024
+sdefaultleg,data.frame,flatcurve,numeric189,8178
+sdefaultleg,data.frame,defaultcurve,numeric201,8717
+sdefaultleg,data.frame,defaultprepaycurve,numeric213,9318
+sdefaultleg,data.frame,shapedcurve,numeric228,10144
+sddefaultleg235,10453
+sddefaultleg,data.frame,flatcurve,numeric,missing239,10554
+sddefaultleg,data.frame,defaultcurve,numeric,numeric252,11170
+sddefaultleg,data.frame,shapedcurve,numeric,missing265,11828
+scontingentleg289,13048
+scontingentleg,data.frame,flatcurve,numeric294,13211
+scontingentleg,data.frame,defaultcurve,numeric306,13793
+scontingentleg,data.frame,defaultprepaycurve,numeric318,14414
+scontingentleg,data.frame,shapedcurve,numeric334,15344
+sdcontingentleg340,15608
+sdcontingentleg,data.frame,defaultcurve,numeric,numeric344,15715
+sdcontingentleg,data.frame,defaultcurve,numeric,missing358,16449
+sdcontingentleg,data.frame,shapedcurve,numeric,missing372,17151
+ccdspv390,18155
+ccdsspread394,18258
+ddcdspv401,18541
+bbondpv409,18784
+ddbondpv413,18889
+ccdshazardrate.flat421,19139
+ccdshazardrate.shaped433,19617
+ccdshazardrate443,20005
+bbondhazardrate.shaped474,21173
+iindexpv503,22245
+iindexduration522,23118
+iindexspread528,23345
+pportfoliospread540,23818
+pportfolioduration572,25046
+ttweakcurves580,25313
+ssurvivalProbability1595,25826
+ssurvivalProbability.exact618,26743
+SSP640,27444
+SSPmatrix648,27654
+DDP2665,28299
+ggetdealschedule682,29059
+SSPmatrix2707,30075
+fforwardportfolioprice721,30633
+ccreditcurve.maturity746,31502
 
 ./cds_utils.R,187
 ttoday3,22
 pprevBusDay7,62
-cconvertTenor11,184
-aaddTenor31,862
-ccreditSchedule50,1594
-ccouponSchedule74,2457
-nnextIMMDate132,4917
-ccdsMaturity139,5214
-yyearFrac160,5889
+cconvertTenor11,200
+aaddTenor31,878
+ccreditSchedule50,1610
+ccouponSchedule74,2473
+nnextIMMDate133,4918
+ccdsMaturity140,5215
+yyearFrac161,5890
 
 ./clopricer.R,272
 rrootdir1,0
@@ -295,16 +295,17 @@ wwalduration40,2176
 ddeltas41,2242
 ddata42,2304
 
-./load_bloomberg_data.R,160
+./load_bloomberg_data.R,180
 bbbgCon11,202
 ffields.corp13,251
 ccorpcusips18,501
-ssecCorp19,586
-ddataCorp20,623
-ccorpcusips21,670
-ddataCorp23,749
-ddataCorp25,858
-ffh26,918
+ccorpcusips19,586
+ssecCorp20,619
+ddataCorp21,656
+ccorpcusips22,703
+ddataCorp24,782
+ddataCorp26,891
+ffh27,951
 
 ./loadcashflows.R,186
 ccusips1,0
@@ -331,11 +332,11 @@ LL12m31,898
 ssanitize.column34,994
 ggetdealcf57,1908
 ggetcusipcf160,6411
-ccompute.delta257,10929
-ccfdata281,11955
-aavailablecusips282,11996
-ccusipdata285,12204
-ssave.dir286,12269
+ccompute.delta262,11290
+ccfdata286,12316
+aavailablecusips287,12357
+ccusipdata290,12565
+ssave.dir291,12630
 
 ./loan_universe.R,401
 MMarkitData10,201