4 files changed, 9 insertions, 4 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R
index e3e4fe4d..a365e8e4 100644
--- a/R/build_portfolios.R
+++ b/R/build_portfolios.R
@@ -12,6 +12,7 @@ if(.Platform$OS.type == "unix"){
 source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
 source(file.path(root.dir, "code", "R", "cds_utils.R"))
 source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
+source(file.path(root.dir, "code", "R", "yieldcurve.R"))
 hy21 <- load.index("hy21")
 
 if(length(args) >=2){
diff --git a/R/build_scenarios.R b/R/build_scenarios.R
index 1e5b4ee1..c8d98e12 100644
--- a/R/build_scenarios.R
+++ b/R/build_scenarios.R
@@ -1,5 +1,7 @@
 library(doParallel)
 library(yaml)
+library(lossdistrib)
+
 hostname <- system("hostname", intern=TRUE)
 if(hostname=="debian"){
     registerDoParallel(8)
@@ -24,7 +26,7 @@ if(length(args) >= 1){
 if(length(args) >=2){
   argslist <- strsplit(args[-1], ",")
   dealnames <- unlist(lapply(argslist, function(x)x[1]))
-  reinvflags <- as.logical(unlist(lapply(argslist, function(x)x[2])))
+  reinvflags <- as.logical(as.numeric(unlist(lapply(argslist, function(x)x[2]))))
 }else{
   data <- read.table(file.path(root.dir, "scripts", "deals_to_price.txt"),
                      colClasses=c("character", "logical"))
@@ -37,6 +39,7 @@ source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
 source(file.path(root.dir, "code", "R", "etdb.R"))
 source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
 source(file.path(root.dir, "code", "R", "cds_utils.R"))
+source(file.path(root.dir, "code", "R", "yieldcurve.R"))
 load.index("hy21")
 
 calibration.date <- addBusDay(tradedate, -1)
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R
index 6d1172d6..6f37efea 100644
--- a/R/intex_deal_functions.R
+++ b/R/intex_deal_functions.R
@@ -3,6 +3,7 @@ library(statmod)
 library(data.table)
 options(datatable.nomatch=0)
 library(doParallel)
+library(lossdistrib)
 
 hostname <- system("hostname", intern=TRUE)
 if(hostname=="debian"){
@@ -17,10 +18,8 @@ if(.Platform$OS.type == "unix"){
   root.dir <- "//WDSENTINEL/share/CorpCDOs/"
 }
 
-source(file.path(root.dir, "code", "R", "yieldCurve.R"))
 source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
 source(file.path(root.dir, "code", "R", "etdb.R"))
-source(file.path(root.dir, "code", "R", "tranche_functions.R"))
 
 getdealdata <- function(dealname, workdate){
     sqlstring <- paste0("select marketvalue from et_deal_model_numbers where dealname='%s' and ",
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R
index 63cf4986..57181102 100644
--- a/R/script_calibrate_tranches.R
+++ b/R/script_calibrate_tranches.R
@@ -1,5 +1,8 @@
 #!/usr/bin/Rscript
 require(methods)
+library(lossdistrib)
+library(statmod)
+
 options(warn=2)
 args <- commandArgs(trailingOnly=TRUE)
 
@@ -11,7 +14,6 @@ if(.Platform$OS.type == "unix"){
 
 source(file.path(root.dir, "code", "R", "cds_utils.R"))
 source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
-source(file.path(root.dir, "code", "R", "tranche_functions.R"))
 source(file.path(root.dir, "code", "R", "yieldcurve.R"))
 source(file.path(root.dir, "code", "R", "optimization.R"))
 load.index("hy21")