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-rw-r--r--R/TAGS259
1 files changed, 130 insertions, 129 deletions
diff --git a/R/TAGS b/R/TAGS
index aa1922d4..f7ca1ed0 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -33,46 +33,46 @@ ffixed.rebal82,2166
mmemb94,2436
ttickerslist109,2847
-./build_portfolios.R,246
+./build_portfolios.R,233
aargs3,22
-ccalibration.date34,916
-MMarkitData35,957
-ffuturequotes36,1005
-LL1m40,1268
-LL2m41,1330
-LL3m42,1391
-LL6m44,1444
-LL12m45,1505
-bbps47,1566
-gglobal.params48,1578
-ccusipdata74,2698
-ccurrdealnames76,2725
-ii78,2846
+ccalibration.date34,904
+MMarkitData35,945
+ffuturequotes36,993
+LL1m40,1256
+LL2m41,1318
+LL3m42,1379
+LL6m44,1432
+LL12m45,1493
+bbps47,1554
+gglobal.params48,1566
+ccusipdata74,2689
+ccurrdealnames76,2716
-./build_scenarios.R,472
-aargs1,0
-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_scenarios.R,495
+hhostname2,20
+aargs9,150
+gget.reinvassets40,1049
+cconvert.reinvtoperct51,1432
+ccompute.reinvprices63,1728
+ccalibration.date104,3247
+ccalibration105,3288
+ZZ107,3467
+ww108,3486
+NNgrid110,3506
+MMarkitData111,3519
+LL1m112,3567
+LL2m113,3611
+LL3m114,3654
+LL6m115,3688
+LL12m116,3731
+ssupport119,3827
+rrecoverylag120,3864
+rreinvspread123,3966
+rreinvfixed124,3986
+bbasecase.rollingmaturity125,4005
+rreinvlag126,4045
+nn.scenarios127,4068
+rrecov.adj128,4087
./build_SC.R,345
MMarkitData13,298
@@ -97,68 +97,68 @@ ccl90,3075
ssupport92,3218
uuseCluster94,3254
-./cds_functions_generic.R,2166
-sabstractcurve14,349
-sflatcurve16,401
-sshapedcurve19,589
-sdefaultcurve21,743
-sdefaultprepaycurve22,847
-screditcurve23,942
-sshapedtodpc26,1102
-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_functions_generic.R,2169
+sabstractcurve18,412
+sflatcurve20,464
+sshapedcurve23,652
+sdefaultcurve25,806
+sdefaultprepaycurve26,910
+screditcurve27,1005
+sshapedtodpc30,1165
+scouponleg40,1512
+scouponleg,data.frame,flatcurve45,1653
+scouponleg,data.frame,defaultcurve59,2229
+scouponleg,data.frame,defaultprepaycurve79,3179
+kk101,4376
+scouponleg,data.frame,shapedcurve108,4585
+sdcouponleg120,5262
+sdcouponleg,data.frame,flatcurve,missing124,5356
+sdcouponleg,data.frame,defaultcurve,numeric137,5886
+sdcouponleg,data.frame,shapedcurve,missing152,6576
+scdsduration185,8174
+scdsduration,abstractcurve,Date190,8319
+sdefaultleg199,8761
+sdefaultleg,data.frame,flatcurve,numeric204,8915
+sdefaultleg,data.frame,defaultcurve,numeric216,9457
+sdefaultleg,data.frame,defaultprepaycurve,numeric228,10061
+sdefaultleg,data.frame,shapedcurve,numeric244,10943
+sddefaultleg251,11252
+sddefaultleg,data.frame,flatcurve,numeric,missing255,11353
+sddefaultleg,data.frame,defaultcurve,numeric,numeric268,11972
+sddefaultleg,data.frame,shapedcurve,numeric,missing281,12633
+scontingentleg305,13856
+scontingentleg,data.frame,flatcurve,numeric310,14019
+scontingentleg,data.frame,defaultcurve,numeric323,14654
+scontingentleg,data.frame,defaultprepaycurve,numeric335,15278
+scontingentleg,data.frame,shapedcurve,numeric352,16267
+sdcontingentleg359,16584
+sdcontingentleg,data.frame,defaultcurve,numeric,numeric363,16691
+sdcontingentleg,data.frame,defaultcurve,numeric,missing377,17428
+sdcontingentleg,data.frame,shapedcurve,numeric,missing391,18133
+ccdspv409,19140
+ccdsspread413,19243
+ddcdspv420,19529
+bbondpv428,19767
+ddbondpv432,19872
+ccdshazardrate.flat440,20117
+ccdshazardrate.shaped452,20598
+ccdshazardrate462,20989
+bbondhazardrate.shaped493,22163
+iindexpv522,23235
+iindexduration542,24062
+iindexspread548,24289
+pportfoliospread560,24762
+pportfolioduration582,25841
+ttweakcurves590,26109
+ssurvivalProbability1604,26596
+ssurvivalProbability.exact627,27514
+SSP649,28216
+SSPmatrix657,28429
+DDP2674,29077
+ggetdealschedule691,29837
+SSPmatrix2716,30853
+fforwardportfolioprice730,31411
+ccreditcurve.maturity753,32286
./cds_utils.R,187
ttoday3,22
@@ -246,28 +246,29 @@ cclipr107,2749
ssclipr111,2798
iinverse115,2865
-./intex_deal_functions.R,567
-ggetdealdata15,417
-ggetcollateral34,1305
-llistdealnames44,1638
-ccusip.data49,1792
-rrecovery58,2180
-ddealnamefromcusip78,2966
-ccusipsfromdealnames86,3227
-ffithazardrate.fast93,3495
-vvanillabondprice105,4027
-ddvanillabondprice120,4699
-ffithazardrate128,5051
-sstackcurve140,5514
-bbuildSC.matured166,6752
-bbuildSC178,7223
-bbuildSC.portfolio243,10366
-ccdrfromscenarios294,12612
-rrecoveryfromscenarios304,12987
-rrecoveryfromscenarios.fast329,13960
-sseverityfromscenarios335,14162
-lload.portfolio353,14854
-ddealupdatedates358,15045
+./intex_deal_functions.R,585
+hhostname7,106
+ggetdealdata25,603
+ggetcollateral42,1449
+llistdealnames52,1782
+ccusip.data57,1936
+rrecovery69,2386
+ddealnamefromcusip89,3172
+ccusipsfromdealnames97,3433
+ffithazardrate.fast104,3701
+vvanillabondprice116,4233
+ddvanillabondprice131,4905
+ffithazardrate139,5257
+sstackcurve151,5720
+bbuildSC.matured177,6958
+bbuildSC189,7429
+bbuildSC.portfolio255,10677
+ccdrfromscenarios283,12148
+rrecoveryfromscenarios293,12523
+rrecoveryfromscenarios.fast318,13496
+sseverityfromscenarios324,13698
+lload.portfolio342,14390
+ddealupdatedates347,14581
./latestprices.R,453
cconn2,15
@@ -330,13 +331,13 @@ LL3m29,821
LL6m30,855
LL12m31,898
ssanitize.column34,994
-ggetdealcf57,1908
-ggetcusipcf160,6411
-ccompute.delta262,11290
-ccfdata286,12316
-aavailablecusips287,12357
-ccusipdata290,12565
-ssave.dir291,12630
+ggetdealcf58,1857
+ggetcusipcf161,6360
+ccompute.delta263,11239
+ccfdata287,12265
+aavailablecusips288,12306
+ccusipdata291,12514
+ssave.dir292,12579
./loan_universe.R,401
MMarkitData10,201