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-rw-r--r--R/TAGS272
1 files changed, 136 insertions, 136 deletions
diff --git a/R/TAGS b/R/TAGS
index 89b6bcc2..aa1922d4 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -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