2 files changed, 1055 insertions, 0 deletions
diff --git a/R/TAGS b/R/TAGS
new file mode 100644
index 00000000..f1604046
--- /dev/null
+++ b/R/TAGS
@@ -0,0 +1,925 @@
+
+/home/share/CorpCDOs/code/R/CLOs/HY9 deltas.R,228
+RR1,0
+oobj2,7
+wweight3,16
+pprepay.rate4,28
+HHY9fine5,45
+ttranche.prices.HY6,93
+HH7,116
+PP12,244
+PPjunior13,265
+PPsenior14,287
+ffitjunior15,304
+ffitsenior16,338
+wweightjunior17,372
+wweightsenior18,403
+
+/home/share/CorpCDOs/code/R/CLOs/HY9 term.R,749
+HHY9.des3y1,0
+HHY9.des5y11,273
+HHY9.des7y21,546
+pprices3y32,820
+pprices5y33,875
+pprices7y34,935
+sschedule3y36,997
+sschedule5y37,1024
+sschedule7y38,1051
+rr3y39,1078
+rr5y40,1091
+rr7y41,1104
+mmaturity3y43,1118
+mmaturity5y44,1161
+mmaturity7y45,1204
+LL46,1247
+LL47,1270
+HH3y48,1281
+HH5y49,1307
+HH7y50,1333
+HH52,1360
+PP354,1381
+PP555,1389
+PP3556,1397
+PP3757,1406
+PP758,1415
+PP5759,1423
+LL3y60,1432
+LL5y61,1441
+LL7y62,1450
+LL3y77,2033
+LL5y78,2044
+LL7y79,2055
+HHY9fine3y81,2067
+HHY9fine5y82,2124
+HHY9fine7y83,2181
+PP35forward85,2239
+PP57forward86,2258
+PP35787,2277
+wwjunior389,2292
+wwjunior590,2340
+wwjunior791,2423
+wwsenior394,2535
+wwsenior595,2578
+wwsenior796,2639
+
+/home/share/CorpCDOs/code/R/CLOs/LCDX vs HY.R,30
+LLCDX9dec2,19
+HHY9dec3,44
+
+/home/share/CorpCDOs/code/R/CLOs/LCDX9 deltas.R,173
+LL3,33
+HH5,79
+sschedule5y9,147
+mmaturity5y10,174
+rr5y11,217
+RR13,231
+wweightsenior15,240
+wweightjunior16,258
+pprepay.rate17,276
+LLCDX9.dist.interp18,293
+
+/home/share/CorpCDOs/code/R/CLOs/generator.R,72
+ggenerator1,0
+PP15,222
+PP16,248
+wwr17,275
+PP18,298
+PP19,323
+
+/home/share/CorpCDOs/code/R/CLOs/hazard.R,1605
+bbps1,0
+LL2,12
+HH3,37
+HHYprobfine4,61
+HHshort5,113
+ttemp6,154
+mmoddefault8,172
+pprepaiement20,456
+ttranchesize28,643
+pprotectionsize38,994
+ccl44,1136
+ppl50,1326
+ppv55,1479
+ttranche.prices.5y.junior59,1612
+sschedule60,1642
+rr61,1663
+HHY.prices62,1670
+kk064,1716
+ttemp65,1722
+RR66,1737
+PPjunior76,2222
+ttranche.prices.5y.senior77,2259
+sschedule78,2289
+rr79,2310
+HHY.prices80,2317
+kk082,2363
+ttemp83,2369
+RR84,2384
+PPsenior93,2852
+PPall94,2889
+wwjunior95,2930
+wwsenior96,2967
+wwall97,3004
+aallprices100,3042
+sschedule101,3057
+rr102,3078
+HHY.prices103,3085
+kk0105,3131
+ttemp106,3137
+RR107,3153
+kk123,3801
+rrecov141,4229
+mmeanprepay158,4701
+eepsilonvec166,4811
+oobjvec167,4827
+wwrap2177,5085
+wwrap185,5377
+wwrapbis190,5534
+ppvindexvec197,5733
+hhelper209,5970
+hhelper212,6050
+LLCDXprices216,6096
+LLCDXpricesmod242,7167
+LLCDXpricesmod2272,8473
+LLCDXpricesmod2fast308,10148
+wwrapLCDX336,11322
+wwrapLCDX2347,11575
+wwrapLCDX2fast358,11907
+RRvec376,12350
+aalphavec377,12375
+eerrorvec378,12389
+aalphavec394,12913
+eerrorvec395,12927
+RRvec396,12941
+rresult397,12966
+bbeta398,12978
+RR0413,13645
+LLCDXprob0414,13654
+eerrorvec415,13676
+aalphavec416,13690
+wwrap3431,14329
+RRmin434,14393
+iinterpdistrib440,14542
+iinterpdistribstep447,14702
+aadjustweights455,14909
+iiquantile460,15009
+iiquantilesmooth479,15333
+qquantile2495,15602
+qquantile2bis514,15958
+qquantile2smooth531,16282
+RRvec543,16498
+aalphavec544,16523
+eerrorvec545,16537
+ttransformlike556,16936
+
+/home/share/CorpCDOs/code/R/CLOs/inv laplace transform.R,124
+iinv_LT_Zakian1,0
+iinv_LT_iseger29,870
+iinv_LT_iseger_robust66,1753
+LLT113,3361
+LLT_cdf126,3759
+rrecurs132,3912
+
+/home/share/CorpCDOs/code/R/CLOs/optimization.R,255
+"blkdiag3,33
+llinfit115,382
+llinfit240,1110
+mminfit67,1842
+qquadfit87,2299
+KKLfit138,3601
+KKLfitmod188,4780
+KKLfit2236,5957
+ssolveKKT285,7055
+llmconst298,7335
+ccleancdf359,8790
+pposls376,9342
+iinvchol398,9801
+ssolveswm406,9940
+
+/home/share/CorpCDOs/code/R/CLOs/pricer shape.R,592
+mmoddefault1,0
+aauxintegrate19,392
+pprepaiement26,587
+ttranchesize35,787
+pprotectionsize45,1131
+ccl51,1268
+ppl58,1451
+ppv63,1596
+aadjust_attachments67,1718
+ppvall71,1836
+kk98,2847
+kkvec116,3340
+rrecov118,3364
+mmeanprepay135,3914
+wwrap143,4044
+ppvindexvec148,4207
+hhelper159,4509
+ttranche.prices179,5160
+aadjust_weights207,6255
+ttransformweights211,6377
+ttransformloss231,7279
+iinterpdistrib246,8054
+iiquantilesmooth253,8226
+ttransformweightslike269,8540
+ttransformlosslike282,8947
+ddeltas289,9142
+ccrossdeltas307,9472
+sshockpv336,10088
+
+/home/share/CorpCDOs/code/R/CLOs/pricer.R,557
+mmoddefault1,0
+pprepaiement17,263
+ttranchesize25,426
+pprotectionsize35,737
+ccl41,867
+ppl48,1031
+ppv53,1171
+aadjust_attachments57,1290
+ppvall61,1405
+pplcl87,2281
+kk103,2687
+kkvec120,3114
+rrecov122,3138
+mmeanprepay139,3626
+wwrap147,3738
+ppvindexvec152,3895
+hhelper166,4274
+ttranche.prices186,4879
+ttransformweights215,5889
+ttransformloss228,6589
+iinterpdistrib243,7322
+iiquantilesmooth250,7482
+ttransformweightslike266,7751
+ttransformlosslike279,8158
+ddeltas286,8353
+ccrossdeltas304,8684
+sshockpv333,9301
+
+/home/share/CorpCDOs/code/R/CLOs/tranche pricer.R,325
+mmodPoisson1,0
+dduration8,242
+bbps12,316
+RR13,328
+llambda14,337
+nnnames15,362
+TT16,376
+rr18,384
+ss19,393
+tt20,402
+uu21,411
+vv22,420
+vvecsigma23,429
+eetsf33,680
+rr47,1122
+ppl49,1134
+ccl57,1358
+ppv65,1547
+ssigma69,1686
+ss73,1768
+ccalibrate78,1851
+llambda110,2646
+ssurvprob112,2690
+
+/home/share/CorpCDOs/code/R/CLOs/utils.R,63
+qquine1,0
+ddisp14,222
+iinterpdistrib21,323
+nnorm28,483
+
+/home/share/CorpCDOs/code/R/Makevars,33
+PPKG_CFLAGS1,0
+PPKG_LIBS2,20
+
+/home/share/CorpCDOs/code/R/bandits.R,484
+cconn2,20
+ddata4,42
+sspy9,200
+sspdr11,280
+ddata12,345
+nn.stocks18,508
+NN19,528
+ccurrent.wealth20,541
+ww21,561
+ddP22,591
+LL23,613
+VV24,634
+WW25,641
+ppnl26,648
+pprice2return43,1029
+ttc47,1118
+ddays48,1136
+iinit.capital49,1159
+ttickers50,1183
+ttickers.index51,1245
+nn.stocks52,1303
+ww53,1331
+NN55,1419
+ddP56,1481
+LL57,1510
+VV58,1531
+WW59,1538
+ppnl60,1545
+ttcvec61,1554
+ffixed.rebal82,2166
+mmemb94,2436
+ttickerslist109,2847
+
+/home/share/CorpCDOs/code/R/build_SC.R,345
+MMarkitData13,298
+LL1m15,331
+LL2m16,375
+LL3m17,418
+LL6m18,452
+LL12m19,495
+ttoday22,591
+bbps26,661
+gglobal.params27,673
+ddealnames53,1753
+ccalibration.date55,1783
+ccusipdata56,1814
+ddo57,1840
+ccalibration82,2831
+ZZ85,3011
+ww86,3030
+rrho88,3050
+NNgrid89,3062
+ccl90,3075
+ssupport92,3218
+uuseCluster94,3254
+
+/home/share/CorpCDOs/code/R/build_portfolios.R,223
+aargs3,22
+ccalibration.date34,916
+MMarkitData35,957
+LL1m37,1006
+LL2m38,1050
+LL3m39,1093
+LL6m40,1127
+LL12m41,1170
+bbps44,1266
+gglobal.params45,1278
+ccusipdata71,2389
+ccurrdealnames73,2416
+ii75,2537
+
+/home/share/CorpCDOs/code/R/build_scenarios.R,487
+aargs1,0
+pprevBusDay27,638
+gget.reinvassets36,857
+cconvert.reinvtoperct52,1523
+ccompute.reinvprices64,1809
+ccalibration.date105,3496
+ccalibration106,3537
+ZZ108,3716
+ww109,3735
+NNgrid111,3755
+MMarkitData112,3768
+LL1m113,3816
+LL2m114,3860
+LL3m115,3903
+LL6m116,3937
+LL12m117,3980
+ssupport120,4076
+rrecoverylag121,4113
+rreinvspread124,4215
+rreinvfixed125,4236
+rrollingmaturity126,4255
+rreinvlag127,4286
+nn.scenarios128,4309
+rrecov.adj129,4328
+
+/home/share/CorpCDOs/code/R/cds_functions_generic.R,2165
+sabstractcurve14,349
+sflatcurve16,401
+sshapedcurve19,589
+sdefaultcurve21,743
+sdefaultprepaycurve22,847
+screditcurve23,942
+sshapedtodpc26,1102
+scouponleg36,1467
+scouponleg,data.frame,flatcurve41,1608
+scouponleg,data.frame,defaultcurve53,2065
+scouponleg,data.frame,defaultprepaycurve71,2857
+kk91,3917
+scouponleg,data.frame,shapedcurve98,4126
+sdcouponleg108,4707
+sdcouponleg,data.frame,flatcurve,missing112,4801
+sdcouponleg,data.frame,defaultcurve,numeric124,5274
+sdcouponleg,data.frame,shapedcurve,missing138,5907
+scdsduration171,7498
+scdsduration,abstractcurve,Date176,7643
+sdefaultleg184,8011
+sdefaultleg,data.frame,flatcurve,numeric189,8165
+sdefaultleg,data.frame,defaultcurve,numeric201,8704
+sdefaultleg,data.frame,defaultprepaycurve,numeric213,9305
+sdefaultleg,data.frame,shapedcurve,numeric228,10131
+sddefaultleg235,10440
+sddefaultleg,data.frame,flatcurve,numeric,missing239,10541
+sddefaultleg,data.frame,defaultcurve,numeric,numeric252,11157
+sddefaultleg,data.frame,shapedcurve,numeric,missing265,11815
+scontingentleg289,13035
+scontingentleg,data.frame,flatcurve,numeric294,13198
+scontingentleg,data.frame,defaultcurve,numeric306,13759
+scontingentleg,data.frame,defaultprepaycurve,numeric318,14380
+scontingentleg,data.frame,shapedcurve,numeric334,15286
+sdcontingentleg340,15550
+sdcontingentleg,data.frame,defaultcurve,numeric,numeric344,15657
+sdcontingentleg,data.frame,defaultcurve,numeric,missing358,16391
+sdcontingentleg,data.frame,shapedcurve,numeric,missing372,17093
+ccdspv390,18097
+ccdsspread394,18200
+ddcdspv401,18483
+bbondpv409,18726
+ddbondpv413,18831
+ccdshazardrate.flat421,19081
+ccdshazardrate.shaped433,19559
+ccdshazardrate443,19947
+bbondhazardrate.shaped474,21115
+iindexpv503,22127
+iindexduration522,23000
+iindexspread528,23227
+pportfoliospread540,23700
+pportfolioduration568,24826
+ttweakcurves576,25093
+ssurvivalProbability1591,25606
+ssurvivalProbability.exact614,26523
+SSP636,27224
+SSPmatrix644,27434
+DDP2661,28079
+ggetdealschedule678,28839
+SSPmatrix2687,29250
+fforwardportfolioprice701,29807
+ccreditcurve.maturity714,30387
+
+/home/share/CorpCDOs/code/R/cds_utils.R,187
+ttoday3,22
+pprevBusDay7,62
+cconvertTenor16,281
+aaddTenor36,959
+ccreditSchedule55,1691
+ccouponSchedule79,2554
+nnextIMMDate135,4950
+ccdsMaturity142,5247
+yyearFrac163,5922
+
+/home/share/CorpCDOs/code/R/clopricer.R,272
+rrootdir1,0
+sstripext5,75
+ttoday9,147
+llistcusips13,193
+rreadcusip19,395
+rreadcusip231,883
+ggetcusip41,1368
+ggetcusipinfo46,1538
+AA53,1909
+ppricesAAA59,2028
+ppricesAA64,2168
+ppricesA69,2304
+ppricesBBB74,2436
+ppricesBB79,2576
+ppricesNA84,2712
+
+/home/share/CorpCDOs/code/R/deal_pricer.R,92
+ddrv2,21
+ddbCon3,51
+ddealnames4,128
+ppricingcoverage5,196
+ppricingcoverage19,1058
+
+/home/share/CorpCDOs/code/R/dumpdata.R,8
+yy1,0
+
+/home/share/CorpCDOs/code/R/ema.R,10
+ ema1,0
+
+/home/share/CorpCDOs/code/R/etdb.R,24
+ddrv2,21
+ddbCon3,51
+
+/home/share/CorpCDOs/code/R/filterruns.R,103
+llcds1,0
+bblcds2,12
+uupfront4,71
+qquotes5,116
+qquotes14,513
+rrunning15,535
+qquotes16,579
+
+/home/share/CorpCDOs/code/R/index_definitions.R,66
+hhy191,0
+hhy197,143
+hhy1813,286
+hhy1719,440
+hhy1526,656
+
+/home/share/CorpCDOs/code/R/interpweights.R,287
+iinterpweights1,0
+iinterpvalues10,281
+iinterpvalues.distr47,1179
+aadjust_scenario55,1400
+aadjust_weights59,1484
+oobj63,1611
+ooptimize68,1766
+iinterpweightsadjust83,2101
+ttransformweightslike89,2334
+cclipw103,2689
+cclipr107,2751
+ssclipr111,2800
+iinverse115,2867
+
+/home/share/CorpCDOs/code/R/interpweights_2.R,160
+iinterpweights1,0
+aadjust_scenario10,278
+aadjust_weights14,362
+oobj18,489
+ooptimize23,643
+iinterpweightsadjust38,978
+ttransformweightslike44,1211
+
+/home/share/CorpCDOs/code/R/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
+ccdrfromscenarios294,12613
+rrecoveryfromscenarios304,12988
+rrecoveryfromscenarios.fast329,13961
+sseverityfromscenarios335,14163
+lload.portfolio353,14855
+ddealupdatedates358,15046
+
+/home/share/CorpCDOs/code/R/latestprices.R,453
+cconn2,15
+ddeltas.hist3,47
+ddeltas.live4,165
+ddeltas5,279
+ddeltas7,384
+ccusiplist8,440
+ddeltas9,474
+wwalduration11,524
+pprices_lcdx12,601
+pprices_t113,697
+pprices_t214,789
+pprices_hy15,881
+sselectlatest17,1030
+pprices_t132,1806
+pprices_t233,1843
+pprices_hy34,1880
+pprices_lcdx35,1917
+wwalduration36,1958
+pprices_lcdx37,1999
+pprices_hy38,2065
+ddeltas39,2125
+wwalduration40,2176
+ddeltas41,2242
+ddata42,2304
+
+/home/share/CorpCDOs/code/R/load_bloomberg_data.R,351
+rroot.dir3,35
+ccusips6,186
+bbbgCon7,258
+ffields.corp9,307
+ffields.mtge12,555
+ssecCorp14,682
+ddataCorp15,719
+ccorpcusips16,766
+ddataCorp18,845
+ddataCorp20,954
+ffh21,1014
+cchunkSize27,1174
+ddataMtge28,1192
+ii34,1428
+ssecMtge35,1437
+ddataMtge36,1514
+mmtgecusips37,1577
+ddataMtge38,1655
+ddataMtge40,1764
+ffh41,1824
+
+/home/share/CorpCDOs/code/R/load_cf.R,461
+aargs4,41
+ccalibration.date25,645
+MMarkitData26,686
+LL1m27,734
+LL2m28,778
+LL3m29,821
+LL6m30,855
+LL12m31,898
+ssanitize.column34,994
+aallfiles43,1200
+aallfiles44,1295
+aallfiles45,1365
+ddealnames46,1408
+ddealnames47,1525
+ddealnames48,1648
+ccusips49,1720
+ddealnames50,1759
+ggetdealcf52,1792
+ggetcusipcf155,6295
+ccompute.delta253,10814
+ccfdata275,11711
+aavailablecusips276,11752
+ccusipdata279,11960
+ssave.dir280,12025
+
+/home/share/CorpCDOs/code/R/loadcashflows.R,186
+ccusips1,0
+ccfdir2,145
+ttest3,183
+iindex_scen4,251
+ttoday11,433
+ddf14,478
+ttest18,698
+yyc.usd19,743
+aaddcurves21,819
+mmultcurves29,1100
+sspreadfrombondprice37,1382
+
+/home/share/CorpCDOs/code/R/loan_universe.R,401
+MMarkitData10,201
+LL1m11,233
+LL2m12,277
+LL3m13,320
+LL6m14,354
+lloan.data18,470
+fflatshape19,681
+lloan.data.clean20,722
+lloan.data.clean21,773
+lloan.data.clean22,860
+SSC.universe23,904
+RRvec24,923
+mmaturityvec25,935
+iindexvec26,972
+ww127,988
+ww228,998
+hhvec63,1984
+sspreads64,2023
+TT65,2048
+ttest66,2084
+lloan.data268,2110
+mmaturities69,2170
+ttest270,2222
+
+/home/share/CorpCDOs/code/R/mapping_fast.R,288
+ddrv5,87
+ddbCon6,117
+mmarkitdata7,216
+CCLOmap8,286
+iintexdata9,348
+bbbgmap11,448
+bbbgmap12,563
+RRMBSmap13,605
+ttoscrub17,822
+mmarkitdata27,1464
+iintexdatatomap29,1523
+iintexdatatomap30,1578
+aa32,1657
+bb33,1699
+llevdist34,1737
+rratio35,1796
+iindex36,1877
+
+/home/share/CorpCDOs/code/R/optimization.R,294
+"blkdiag4,48
+llinfit16,379
+llinfit138,1103
+llinfit262,1964
+mminfit88,2853
+qquadfit108,3309
+KKLfit159,4973
+KKLfitmod210,6490
+KKLfit2258,7910
+ssolveKKT307,9006
+llmconst320,9286
+ccleancdf381,10754
+pposls398,11306
+iinvchol421,11770
+ssolveswm429,11917
+nnorm438,12136
+
+/home/share/CorpCDOs/code/R/parse_intex.R,138
+rroot1,0
+ddealnames4,132
+ccusips5,167
+ddeals.universe7,209
+ccusips.universe8,322
+nn.scenarios9,377
+ooffset10,396
+rr11,408
+
+/home/share/CorpCDOs/code/R/plot_distributions.R,116
+llossdist4,147
+llossdist.orig11,381
+RRstoch15,677
+pparf24,986
+ddist29,1160
+ddist30,1197
+ddistw31,1245
+
+/home/share/CorpCDOs/code/R/reinvestingdistribution.R,190
+pp3,31
+SS4,47
+llu5,66
+QQ7,75
+bbetavec18,465
+rresultx19,493
+rresulty20,508
+nn.int28,828
+qquadrature29,841
+ww30,888
+ZZ31,912
+rrho32,934
+QQvec33,946
+QQresult47,1342
+
+/home/share/CorpCDOs/code/R/script_calibrate_tranches.R,644
+aargs4,52
+MMarkitData27,727
+LL1m28,767
+LL2m29,811
+LL3m30,854
+LL6m31,888
+ssinglenames.data36,1040
+nnondefaulted38,1204
+bbps39,1284
+ccdsdates41,1297
+hhy19portfolio46,1414
+iissuerweights58,1918
+KK61,2009
+KKmodified62,2040
+mmarkit.data63,2099
+ttranche.upf66,2251
+ttranche.running67,2282
+hhy19portfolio.tweaked70,2395
+SSurvProb71,2453
+NNgrid73,2504
+rrecov74,2540
+ccs75,2597
+bbottomup78,2728
+ttopdown79,2744
+nn.int80,2759
+nn.credit81,2772
+eerrvec82,2806
+qquadrature83,2820
+ww84,2867
+ZZ85,2891
+ww.mod86,2913
+ddefaultprob87,2924
+pp88,2952
+rrho89,2969
+rresult91,2997
+ddist128,4230
+
+/home/share/CorpCDOs/code/R/test.cds_functions.R,341
+rroot2,17
+ccs7,152
+hh9,333
+ddpc10,358
+eeps11,422
+ttest.flat12,434
+ttest.derivativeflat16,579
+hhvec21,810
+hhvecplus22,848
+hhvecminus23,895
+iindex24,944
+ddpc25,976
+ddpcplus26,1043
+ddpcminus27,1118
+ttest.derivativecurve29,1196
+ddpc34,1462
+ttest.prepay35,1558
+ddpcplus40,1722
+ddpcminus41,1822
+ddpc42,1925
+
+/home/share/CorpCDOs/code/R/time_of_default.R,364
+sspreads1,0
+zz12,32
+rrho4,48
+ll5,57
+ll12,152
+tt17,217
+ff18,233
+AA21,277
+rrho24,310
+LL25,319
+zz126,326
+ccdf34,469
+dd40,550
+pp41,565
+ppnormvec43,592
+LL50,676
+ZZ51,683
+ppv152,719
+ppv253,728
+ppv354,737
+ppv455,746
+ppv67,1161
+uu69,1236
+vvecD70,1243
+ttranchesize78,1373
+pprotectionsize86,1551
+ccl90,1614
+ppl96,1766
+
+/home/share/CorpCDOs/code/R/tranche_functions.R,1440
+hhostname14,750
+llossdistrib16,792
+llossdistrib.fft28,1059
+llossdistrib239,1443
+llossdistrib2.truncated68,2233
+rrecovdist103,3413
+llossdist.joint136,4483
+llossdist.prepay.joint175,6000
+llossdistC236,8596
+llossdistCblas246,9066
+llossdistCZ256,9550
+llossdistC.truncated267,10075
+rrecovdistC278,10608
+llossdistC.joint289,11082
+llossdistC.jointblas300,11638
+llossdistC.jointZ312,12209
+llossdistC.prepay.joint330,13021
+llossdistC.prepay.jointZ342,13621
+llossrecovdist361,14502
+llossrecovdist.term382,15283
+llossrecovdist.joint.term402,16004
+ddist.transform430,17008
+sshockprob452,17707
+sshockseverity471,18412
+ddshockprob480,18736
+ddqnorm484,18840
+ffit.prob488,18888
+ffit.probC513,19571
+sstochasticrecov524,20017
+sstochasticrecovC535,20467
+ppos547,21029
+ttrancheloss551,21067
+ttrancherecov555,21136
+ttranche.cl559,21213
+ttranche.cl.scenarios579,22010
+ffunded.tranche.pv597,22713
+ttranche.pl616,23391
+ttranche.pl.scenarios633,23881
+ttranche.pv649,24316
+ttranche.pv.scenarios653,24460
+aadjust.attachments659,24629
+ttranche.pvvec665,24819
+BBClossdist673,25013
+BBClossdistC698,25800
+BBCtranche.pv713,26586
+BBCtranche.delta739,27706
+BBCstrikes767,29163
+ddelta.factor777,29566
+MMFupdate.prob785,29901
+MMFupdate.probC797,30305
+MMFlossrecovdist.prepay815,31070
+MMFlossdist.joint842,32227
+MMFlossdist.prepay.joint874,33581
+MMFtranche.pv902,34713
+
+/home/share/CorpCDOs/code/R/transactions.R,98
+ttransdir1,0
+ttranssave2,31
+ddealnames3,76
+sstripext4,93
+ppurchased17,458
+ssold22,633
+
+/home/share/CorpCDOs/code/R/yieldcurve.R,46
+ggetMarkitIRData1,0
+bbuildMarkitYC35,1500
+
+/home/share/CorpCDOs/code/R/lossdistrib.c,659
+#define MIN(6,77
+void lossdistrib(63,2855
+void lossdistrib_blas(110,4048
+void lossdistrib_Z(159,5324
+void lossdistrib_truncated(175,5871
+void lossdistrib_joint(221,7096
+void lossdistrib_joint_blas(290,9065
+void recovdist(363,11273
+void lossdistrib_prepay_joint(417,12714
+void lossdistrib_prepay_joint_blas(504,15332
+double shockprob(593,18346
+double dqnorm(601,18589
+double dshockprob(605,18670
+void shockprobvec2(609,18832
+double shockseverity(620,19173
+double quantile(628,19361
+void fitprob(641,19572
+void stochasticrecov(669,20358
+void lossdistrib_prepay_joint_Z(688,20963
+void lossdistrib_joint_Z(718,22015
+void BClossdist(745,22848
diff --git a/python/TAGS b/python/TAGS
new file mode 100644
index 00000000..44383139
--- /dev/null
+++ b/python/TAGS
@@ -0,0 +1,130 @@
+
+clo_universe.py,77
+def convertToNone(12,141
+def sanitize_float(15,219
+def upload_data(23,450
+
+clo_universe.py~,26
+def convertToNone(11,125
+
+config.py~,18
+ftp_password 1,0
+
+cusip_universe.py,77
+def convertToNone(11,131
+def sanitize_float(14,186
+def upload_data(25,489
+
+cusip_universe.py~,26
+def convertToNone(11,131
+
+download_daily.py,26
+def download_data(15,242
+
+facility_download.py~,50
+legal 5,45
+common.cursor.execute(execute10,174
+
+facility_update.py,26
+def convertToNone(16,344
+
+facility_update.py~,12
+legal 7,75
+
+helper-diff.py~,88
+from datetime import date,1,0
+workdate1 5,68
+with open(21,700
+updated_deals 26,1027
+
+intex_prices.py,60
+def cusips_from_dealname(19,408
+def sanitize_float(24,621
+
+intex_scenarios.py,95
+def get_reinv_assets(29,885
+def convert_reinvtoperct(51,2044
+def generate_scenarios(67,2706
+
+intex_scenarios.py~,40
+pattern11 14,177
+    filename 38,1376
+
+load_bloomberg_data.py,26
+def convertToNone(15,262
+
+load_intex_collateral.py,112
+def convertToNone(15,483
+def sanitize_float(18,538
+def get_latest_dealupdate(26,769
+def upload_data(34,1206
+
+load_intex_collateral.py~,15
+fields 10,105
+
+load_markit_data.py,25
+def convertToNone(9,104
+
+luhn.py,73
+def luhn_checksum(1,0
+    def digits_of(2,33
+def is_luhn_valid(13,348
+
+luhn.py~,23
+def luhn_checksum(1,0
+
+markit_download.py,26
+def convertToNone(13,185
+
+markit_download.py~,51
+legal 7,74
+common.cursor.execute(execute48,1813
+
+script.py~,9
+fh2 1,0
+
+upload_daily.py~,0
+
+upload_daily.py,0
+
+select_clean.py,0
+
+script.py,0
+
+query_runner.py,0
+
+load_markit_data.py~,0
+
+load_bloomberg_data.py~,0
+
+list_dealnames.py,0
+
+intex_prices.py~,0
+
+helper.py,0
+
+helper-diff.py,0
+
+fixup.py~,0
+
+fixup.py,0
+
+facility_download.py,0
+
+download_daily.py~,0
+
+downlad_daily.py~,0
+
+cusip_numbers.py~,0
+
+cusip_numbers.py,0
+
+config.pyc,0
+
+config.py,0
+
+common.py~,0
+
+common.pyc,0
+
+common.py,0