1 files changed, 102 insertions, 94 deletions
diff --git a/R/TAGS b/R/TAGS
index 3158efa8..82a0fc53 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -1,7 +1,15 @@
 
-./backtest.R,31
-aargs8,156
-aalldates28,851
+./backtest.R,200
+hhostname11,181
+gget.indexquotes22,495
+gget.indexmaturity34,1136
+ffastduration43,1487
+ffasttheta61,1978
+cconvertNA84,2736
+iindex93,2846
+ttenors94,2860
+rrecov95,2893
+ssqlstr96,2906
 
 ./backtest_tranches.R,69
 aargs1,0
@@ -106,7 +114,7 @@ bbus.dates27,773
 ./calibrate_tranches_BC.R,50
 ooption_list12,321
 aargs22,914
-ccmd115,4789
+ccmd126,5206
 
 ./calibrate_tranches_MF.R,109
 aargs5,54
@@ -121,9 +129,9 @@ ddist43,1294
 bbuildSC3,35
 gget.cdsSchedule14,418
 sset.singlenamesdata24,836
-sset.tranchedata55,2281
-bbuild.skew107,4626
-bbuild.MFdist139,6073
+sset.tranchedata60,2503
+bbuild.skew140,6296
+bbuild.MFdist172,7743
 
 ./cds_functions_generic.R,1544
 sabstractcurve12,258
@@ -150,47 +158,47 @@ scdsspread201,9090
 sdefaultleg215,9832
 sdefaultleg220,9986
 sdefaultleg232,10551
-sdefaultleg244,11178
-sdefaultleg260,12046
-sddefaultleg267,12379
-sddefaultleg271,12489
-sddefaultleg284,13128
-sddefaultleg297,13809
-scontingentleg321,15052
-scontingentleg326,15215
-scontingentleg339,15850
-scontingentleg351,16495
-scontingentleg368,17482
-sdcontingentleg375,17812
-sdcontingentleg379,17935
-sdcontingentleg393,18701
-sdcontingentleg407,19435
-ccdspv425,20471
-ccds.parspread430,20638
-ddcds.parspread438,20958
-ssnacpv447,21302
-ddcdspv460,21880
-bbondpv469,22206
-ddbondpv473,22357
-ccdshazardrate.flat481,22659
-ccdshazardrate.shaped496,23330
-ccdshazardrate506,23717
-bbondhazardrate.shaped540,25040
-ttweakportfolio569,26200
-iindexpv589,26918
-iindexduration628,28600
-iindexspread636,28935
-iindextheta649,29436
-pportfoliospread659,29797
-pportfolioduration685,31001
-ttweakcurves690,31226
-ssurvivalProbability1710,32055
-ssurvivalProbability.exact733,32973
-SSP755,33675
-SSPmatrix762,33908
-DDP2778,34472
-SSPmatrix2795,35232
-ccreditcurve.maturity812,35918
+sdefaultleg246,11267
+sdefaultleg262,12135
+sddefaultleg269,12468
+sddefaultleg273,12578
+sddefaultleg286,13217
+sddefaultleg299,13898
+scontingentleg323,15141
+scontingentleg328,15304
+scontingentleg341,15939
+scontingentleg353,16584
+scontingentleg370,17571
+sdcontingentleg377,17901
+sdcontingentleg381,18024
+sdcontingentleg395,18790
+sdcontingentleg409,19524
+ccdspv427,20560
+ccds.parspread432,20727
+ddcds.parspread440,21047
+ssnacpv449,21391
+ddcdspv462,21969
+bbondpv471,22295
+ddbondpv475,22446
+ccdshazardrate.flat483,22748
+ccdshazardrate.shaped498,23419
+ccdshazardrate508,23806
+bbondhazardrate.shaped546,25212
+ttweakportfolio575,26372
+iindexpv595,27090
+iindexduration634,28772
+iindexspread642,29107
+iindextheta655,29608
+pportfoliospread665,29975
+pportfolioduration691,31179
+ttweakcurves696,31404
+ssurvivalProbability1716,32233
+ssurvivalProbability.exact739,33151
+SSP761,33853
+SSPmatrix768,34086
+DDP2784,34650
+SSPmatrix2801,35410
+ccreditcurve.maturity818,36096
 
 ./cds_tester.R,172
 ccurrency6,93
@@ -237,12 +245,12 @@ nn.int8,145
 ggh9,158
 NNgrid10,178
 ccreditIndex12,192
-`$<-.creditIndex19,474
-cc.creditIndex26,606
-pprint.creditIndex30,751
-lload.index55,1742
-ccsvheaders68,2148
-ttocsv88,3024
+`$<-.creditIndex23,618
+cc.creditIndex30,750
+pprint.creditIndex34,895
+lload.index59,1886
+ccsvheaders72,2292
+ttocsv92,3168
 
 ./deal_pricer.R,92
 ddrv2,21
@@ -315,15 +323,15 @@ sstackcurve140,5330
 bbuildSC.matured166,6568
 bbuildSC178,7039
 bbuildSC.portfolio246,10368
-ccdrfromscenarios273,11913
-rrecoveryfromscenarios283,12301
-rrecoveryfromscenarios.fast308,13274
-sseverityfromscenarios314,13476
-gget.reinvassets332,14168
-ggetpayday345,14589
-ggetdealschedule364,15296
-iintexportfolio.forwardprice383,15969
-ccompute.reinvprices413,17586
+ccdrfromscenarios274,11950
+rrecoveryfromscenarios284,12338
+rrecoveryfromscenarios.fast309,13311
+sseverityfromscenarios315,13513
+gget.reinvassets333,14205
+ggetpayday346,14626
+ggetdealschedule365,15333
+iintexportfolio.forwardprice384,16006
+ccompute.reinvprices414,17623
 
 ./latestprices.R,453
 cconn2,15
@@ -379,7 +387,7 @@ ddrv48,2133
 ddbCon49,2163
 hhy1752,2290
 
-./load_cf.R,297
+./load_cf.R,296
 aargs7,122
 iindex30,907
 iindex31,936
@@ -390,11 +398,11 @@ ssanitize.column38,1159
 pprocesszipfiles45,1376
 ggetconfig73,2514
 ggetdealcf83,2849
-ggetcusipcf164,6767
-ccompute.delta229,10231
-ccfdata260,11448
-ccusipdata264,11653
-ssave.dir265,11710
+ggetcusipcf157,6345
+ccompute.delta221,9830
+ccfdata252,11047
+ccusipdata256,11252
+ssave.dir257,11309
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -511,30 +519,30 @@ llevdist34,1737
 rratio35,1796
 iindex36,1877
 
-./new_index_series.R,406
-ddrv3,35
-ddbCon4,65
-bbbgConn7,192
-nnewbasketID10,320
-iindextype16,590
-ooldseries17,608
-nnewseries18,624
-nnewid19,640
-ooldindex22,681
-nnewindex23,780
-ooldtickers24,879
-ttickers25,906
-ddata27,931
-oolddata28,1039
-ddata29,1153
-uunique.tickers30,1182
-ccdscurves31,1275
-ccurves32,1352
-pprep.data33,1432
-nnewrowids35,1602
-nnewids36,1697
-ssqlstr37,1788
-ssqlstr47,2214
+./new_index_series.R,417
+ddrv4,54
+ddbCon5,84
+bbbgConn8,211
+nnewbasketID11,339
+iindexname26,1007
+iindextype27,1037
+sseries28,1078
+iindex31,1137
+ttickers32,1243
+ccds.fields34,1265
+ddata35,1357
+ddata36,1414
+uunique.tickers37,1443
+ccdscurves38,1536
+ccurves39,1613
+pprep.data40,1693
+aall.companyids44,1929
+ccurves45,2003
+pprep.data46,2075
+ssqlstr48,2268
+ssqlstr57,2677
+bbasketid58,2755
+ssqlstr60,2853
 
 ./optimization.R,294
 "blkdiag3,33
@@ -711,4 +719,4 @@ ggetMarkitIRData9,154
 tthirdwed43,1657
 nnextthirdwed49,1782
 bbuildMarkitYC54,1867
-eexportYC95,3420
+eexportYC93,3528