diff options
| -rw-r--r-- | R/TAGS | 272 |
1 files changed, 136 insertions, 136 deletions
@@ -51,28 +51,28 @@ ii78,2846 ./build_scenarios.R,472 aargs1,0 -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 +gget.reinvassets31,874 +cconvert.reinvtoperct42,1257 +ccompute.reinvprices54,1553 +ccalibration.date95,3072 +ccalibration96,3113 +ZZ98,3292 +ww99,3311 +NNgrid101,3331 +MMarkitData102,3344 +LL1m103,3392 +LL2m104,3436 +LL3m105,3479 +LL6m106,3513 +LL12m107,3556 +ssupport110,3652 +rrecoverylag111,3689 +rreinvspread114,3791 +rreinvfixed115,3811 +bbasecase.rollingmaturity116,3830 +rreinvlag117,3870 +nn.scenarios118,3893 +rrecov.adj119,3912 ./build_SC.R,345 MMarkitData13,298 @@ -97,7 +97,7 @@ ccl90,3075 ssupport92,3218 uuseCluster94,3254 -./cds_functions_generic.R,2165 +./cds_functions_generic.R,2166 sabstractcurve14,349 sflatcurve16,401 sshapedcurve19,589 @@ -105,60 +105,60 @@ sdefaultcurve21,743 sdefaultprepaycurve22,847 screditcurve23,942 sshapedtodpc26,1102 -scouponleg36,1446 -scouponleg,data.frame,flatcurve41,1587 -scouponleg,data.frame,defaultcurve53,2065 -scouponleg,data.frame,defaultprepaycurve71,2857 -kk91,3941 -scouponleg,data.frame,shapedcurve98,4150 -sdcouponleg108,4720 -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 +scouponleg36,1449 +scouponleg,data.frame,flatcurve41,1590 +scouponleg,data.frame,defaultcurve55,2166 +scouponleg,data.frame,defaultprepaycurve75,3116 +kk97,4313 +scouponleg,data.frame,shapedcurve104,4522 +sdcouponleg116,5199 +sdcouponleg,data.frame,flatcurve,missing120,5293 +sdcouponleg,data.frame,defaultcurve,numeric133,5823 +sdcouponleg,data.frame,shapedcurve,missing148,6513 +scdsduration181,8110 +scdsduration,abstractcurve,Date186,8255 +sdefaultleg195,8697 +sdefaultleg,data.frame,flatcurve,numeric200,8851 +sdefaultleg,data.frame,defaultcurve,numeric212,9393 +sdefaultleg,data.frame,defaultprepaycurve,numeric224,9997 +sdefaultleg,data.frame,shapedcurve,numeric240,10879 +sddefaultleg247,11188 +sddefaultleg,data.frame,flatcurve,numeric,missing251,11289 +sddefaultleg,data.frame,defaultcurve,numeric,numeric264,11908 +sddefaultleg,data.frame,shapedcurve,numeric,missing277,12569 +scontingentleg301,13792 +scontingentleg,data.frame,flatcurve,numeric306,13955 +scontingentleg,data.frame,defaultcurve,numeric319,14590 +scontingentleg,data.frame,defaultprepaycurve,numeric331,15214 +scontingentleg,data.frame,shapedcurve,numeric348,16203 +sdcontingentleg355,16520 +sdcontingentleg,data.frame,defaultcurve,numeric,numeric359,16627 +sdcontingentleg,data.frame,defaultcurve,numeric,missing373,17364 +sdcontingentleg,data.frame,shapedcurve,numeric,missing387,18069 +ccdspv405,19076 +ccdsspread409,19179 +ddcdspv416,19465 +bbondpv424,19703 +ddbondpv428,19808 +ccdshazardrate.flat436,20053 +ccdshazardrate.shaped448,20534 +ccdshazardrate458,20925 +bbondhazardrate.shaped489,22099 +iindexpv518,23171 +iindexduration537,23997 +iindexspread543,24224 +pportfoliospread555,24697 +pportfolioduration587,25928 +ttweakcurves595,26195 +ssurvivalProbability1610,26708 +ssurvivalProbability.exact633,27625 +SSP655,28326 +SSPmatrix663,28539 +DDP2680,29187 +ggetdealschedule697,29947 +SSPmatrix2722,30963 +fforwardportfolioprice736,31521 +ccreditcurve.maturity761,32390 ./cds_utils.R,187 ttoday3,22 @@ -262,12 +262,12 @@ sstackcurve140,5514 bbuildSC.matured166,6752 bbuildSC178,7223 bbuildSC.portfolio243,10366 -ccdrfromscenarios294,12613 -rrecoveryfromscenarios304,12988 -rrecoveryfromscenarios.fast329,13961 -sseverityfromscenarios335,14163 -lload.portfolio353,14855 -ddealupdatedates358,15046 +ccdrfromscenarios294,12612 +rrecoveryfromscenarios304,12987 +rrecoveryfromscenarios.fast329,13960 +sseverityfromscenarios335,14162 +lload.portfolio353,14854 +ddealupdatedates358,15045 ./latestprices.R,453 cconn2,15 @@ -543,59 +543,59 @@ ppl96,1766 ./tranche_functions.R,1440 hhostname14,750 -llossdistrib16,792 -llossdistrib.fft28,1059 -llossdistrib239,1443 -llossdistrib2.truncated68,2233 -rrecovdist103,3413 -llossdist.joint136,4483 -llossdist.prepay.joint175,6000 -llossdistC236,8596 -llossdistCblas246,9066 -llossdistCZ256,9550 -llossdistC.truncated267,10060 -rrecovdistC278,10593 -llossdistC.joint289,11067 -llossdistC.jointblas300,11623 -llossdistC.jointZ312,12194 -llossdistC.prepay.joint330,13006 -llossdistC.prepay.jointZ342,13606 -llossrecovdist361,14487 -llossrecovdist.term382,15268 -llossrecovdist.joint.term402,15989 -ddist.transform430,16993 -sshockprob452,17692 -sshockseverity471,18397 -ddshockprob480,18721 -ddqnorm484,18825 -ffit.prob488,18873 -ffit.probC513,19556 -sstochasticrecov524,20002 -sstochasticrecovC535,20452 -ppos547,21014 -ttrancheloss551,21052 -ttrancherecov555,21121 -ttranche.cl559,21198 -ttranche.cl.scenarios579,21995 -ffunded.tranche.pv597,22698 -ttranche.pl616,23376 -ttranche.pl.scenarios633,23866 -ttranche.pv649,24301 -ttranche.pv.scenarios653,24445 -aadjust.attachments659,24614 -ttranche.pvvec665,24804 -BBClossdist673,24998 -BBClossdistC700,25936 -BBCtranche.pv715,26722 -BBCtranche.delta741,27842 -BBCstrikes769,29299 -ddelta.factor779,29702 -MMFupdate.prob787,30037 -MMFupdate.probC799,30441 -MMFlossrecovdist.prepay817,31206 -MMFlossdist.joint844,32363 -MMFlossdist.prepay.joint876,33717 -MMFtranche.pv904,34849 +llossdistrib16,795 +llossdistrib.fft28,1062 +llossdistrib239,1446 +llossdistrib2.truncated68,2236 +rrecovdist103,3416 +llossdist.joint136,4486 +llossdist.prepay.joint175,6003 +llossdistC236,8599 +llossdistCblas246,9069 +llossdistCZ256,9553 +llossdistC.truncated267,10063 +rrecovdistC278,10596 +llossdistC.joint289,11070 +llossdistC.jointblas300,11626 +llossdistC.jointZ312,12197 +llossdistC.prepay.joint330,13009 +llossdistC.prepay.jointZ342,13609 +llossrecovdist361,14490 +llossrecovdist.term382,15271 +llossrecovdist.joint.term402,15992 +ddist.transform430,16996 +sshockprob452,17695 +sshockseverity471,18400 +ddshockprob480,18724 +ddqnorm484,18828 +ffit.prob488,18876 +ffit.probC513,19559 +sstochasticrecov524,20005 +sstochasticrecovC535,20455 +ppos547,21017 +ttrancheloss551,21055 +ttrancherecov555,21124 +ttranche.cl559,21201 +ttranche.cl.scenarios579,21998 +ffunded.tranche.pv597,22701 +ttranche.pl616,23379 +ttranche.pl.scenarios633,23869 +ttranche.pv649,24304 +ttranche.pv.scenarios653,24448 +aadjust.attachments659,24617 +ttranche.pvvec665,24807 +BBClossdist673,25001 +BBClossdistC700,25939 +BBCtranche.pv715,26725 +BBCtranche.delta741,27845 +BBCstrikes769,29302 +ddelta.factor779,29705 +MMFupdate.prob787,30040 +MMFupdate.probC799,30444 +MMFlossrecovdist.prepay817,31209 +MMFlossdist.joint844,32366 +MMFlossdist.prepay.joint876,33720 +MMFtranche.pv904,34852 ./transactions.R,98 ttransdir1,0 |
