diff options
| -rw-r--r-- | R/build_SC.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/build_SC.R b/R/build_SC.R index 49ca301c..7457a5da 100644 --- a/R/build_SC.R +++ b/R/build_SC.R @@ -90,8 +90,8 @@ clusterExport(cl, list("root.dir", "shockprob", "lossdistC.prepay.joint", "lossr support <- seq(0, 1, length=Ngrid)
useCluster <- TRUE
-for(deal.name in dealnames){
- load(file.path(root.dir, "Scenarios", paste("Portfolios",calibrarion.date, sep="_"), paste(deal.name, "RData", sep=".")))
+for(deal.name in dealnames[-1]){
+ load(file.path(root.dir, "Scenarios", paste("Portfolios", calibration.date, sep="_"), paste(deal.name, "RData", sep=".")))
dp <- A$DP
pp <- A$PP
@@ -166,7 +166,7 @@ for(deal.name in dealnames){ }
save.dir <- file.path(root.dir, "Scenarios", paste("Intex curves", calibration.date, sep="_"), "csv")
if(!file.exists(save.dir)){
- dir.create(save.dir)
+ dir.create(save.dir, recursive = T)
}
write.table(cdrmonthly,
file= file.path(save.dir, paste0(deal.name,"-cdr.csv")),
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