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| -rw-r--r-- | docs/notes.rst | 17 |
1 files changed, 13 insertions, 4 deletions
diff --git a/docs/notes.rst b/docs/notes.rst index b45289b2..a06d4580 100644 --- a/docs/notes.rst +++ b/docs/notes.rst @@ -18,7 +18,16 @@ Switch to new hy series ----------------------- * add the new series in index_definitions.R -* in build_portfolio.R: replace hy19$maturity by hy21$maturity -* in script_calibrate_tranches.R, replace all instances of hy19 with hy21 -* cp script_calibrate_tranches.R to CorpCDOs/scripts/calibrate_tranches -* in load_cf.R compute.delta depends on the index maturity, update that too +* in build_portfolio.R: replace hy23 by hy25 +* in calibrate_tranches_MF.R, replace hy23 with hy25 +* in load_cf.R replace hy23 with hy25 + +Update serie after default +-------------------------- + +Everything should be done right by running the script +``handle_default.py``. This is an example run after Sabine Oil +Default: + +:: + python handle_default.py 103944 2015-06-23 15.875 100 |