diff options
| -rw-r--r-- | R/TAGS | 144 |
1 files changed, 76 insertions, 68 deletions
@@ -130,40 +130,40 @@ screditcurve21,851 sshapedtodpc24,1011 scouponleg34,1379 scouponleg39,1520 -scouponleg54,2145 -scouponleg75,3142 -kk97,4341 -scouponleg104,4550 -sdcouponleg116,5242 -sdcouponleg120,5340 -sdcouponleg133,5892 -sdcouponleg148,6604 -scdsduration181,8224 -scdsduration186,8369 -scdsspread198,9028 -scdsspread203,9180 -sdefaultleg217,9922 -sdefaultleg222,10076 -sdefaultleg234,10641 -sdefaultleg249,11402 -sdefaultleg265,12270 -sddefaultleg272,12603 -sddefaultleg276,12713 -sddefaultleg289,13352 -sddefaultleg302,14033 -scontingentleg326,15276 -scontingentleg331,15439 -scontingentleg344,16074 -scontingentleg356,16719 -scontingentleg373,17706 -sdcontingentleg380,18036 -sdcontingentleg384,18159 -sdcontingentleg398,18925 -sdcontingentleg412,19659 -ccdspv430,20695 -ccds.parspread435,20862 -ddcds.parspread443,21182 -ssnacpv452,21526 +scouponleg54,2137 +scouponleg75,3134 +kk97,4333 +scouponleg104,4542 +sdcouponleg116,5234 +sdcouponleg120,5332 +sdcouponleg133,5884 +sdcouponleg148,6596 +scdsduration181,8216 +scdsduration186,8361 +scdsspread198,9020 +scdsspread203,9172 +sdefaultleg217,9914 +sdefaultleg222,10068 +sdefaultleg234,10633 +sdefaultleg249,11394 +sdefaultleg265,12262 +sddefaultleg272,12595 +sddefaultleg276,12705 +sddefaultleg289,13344 +sddefaultleg302,14025 +scontingentleg326,15268 +scontingentleg331,15431 +scontingentleg344,16066 +scontingentleg356,16711 +scontingentleg373,17698 +sdcontingentleg380,18028 +sdcontingentleg384,18151 +sdcontingentleg398,18917 +sdcontingentleg412,19651 +ccdspv430,20687 +ccds.parspread435,20854 +ddcds.parspread443,21174 +ssnacpv452,21518 ddcdspv465,22104 bbondpv474,22430 ddbondpv478,22581 @@ -188,9 +188,9 @@ DDP2791,34999 SSPmatrix2808,35759 ccreditcurve.maturity825,36445 fforward.cl838,36776 -fforward.prot846,37076 -ddefaultAdjustedForwardIndexPrice856,37473 -fforwardflatcds864,37873 +fforward.prot845,37018 +ddefaultAdjustedForwardIndexPrice852,37260 +fforwardflatcds861,37680 ./cds_tester.R,172 ccurrency6,93 @@ -232,18 +232,19 @@ ppricesBBB74,2436 ppricesBB79,2576 ppricesNA84,2712 -./creditIndex.R,211 -nn.int8,145 -ggh9,158 -NNgrid10,178 -ccreditIndex12,192 -`$<-.creditIndex23,618 -cc.creditIndex30,750 -pprint.creditIndex34,895 -lload.index59,1886 -ccsvheaders72,2292 -ttocsv92,3168 -ttosql105,3796 +./creditIndex.R,226 +rroot.dir1,0 +nn.int8,137 +ggh9,150 +NNgrid10,170 +ccreditIndex12,184 +`$<-.creditIndex24,644 +cc.creditIndex31,776 +pprint.creditIndex35,921 +lload.index60,1912 +ccsvheaders73,2318 +ttocsv93,3194 +ttosql106,3822 ./deal_pricer.R,92 ddrv2,21 @@ -369,23 +370,23 @@ ddownload.cdscurves4,39 wwrite.tranchedata21,749 bbbgConn35,1319 -./load_cf.R,319 +./load_cf.R,318 aargs6,82 -iindex31,960 -iindex32,989 -ccalibration.date34,1032 -ccs36,1104 -ddm38,1204 -ssanitize.column39,1212 -pprocesszipfiles46,1429 -ggetconfig74,2567 -ggetdealcf84,2902 -ggetcusipcf178,7147 -ccompute.delta253,11008 -ccfdata284,12225 -ccusipdata288,12430 -ssave.dir289,12487 -ssqlstring294,12671 +iindex29,867 +iindex30,896 +ccalibration.date32,939 +ccs34,1011 +ddm36,1111 +ssanitize.column37,1119 +pprocesszipfiles44,1336 +ggetconfig72,2474 +ggetdealcf82,2809 +ggetcusipcf179,7228 +ccompute.delta257,11239 +ccfdata288,12456 +ccusipdata292,12661 +ssave.dir293,12718 +ssqlstring298,12902 ./load_futures_data.R,180 bbbgCon11,202 @@ -589,15 +590,22 @@ gget.tranchequotes66,2434 ccouponfromindex121,4851 ggetlastdate128,5128 -./test_options.R,127 +./test_options.R,244 rroot.dir1,0 ccode.dir2,35 ttradedate10,482 iindex12,537 iindex13,573 iindex14,615 -ttweak20,1021 -iindex21,1060 +ttweakindex16,663 +rref28,1248 +nnewindex29,1259 +hh30,1294 +eexerciseDates31,1367 +ffp35,1609 +ffp236,1619 +ccalib42,1846 +ooption50,2184 ./thetas-durations.R,212 hhostname11,181 |