diff options
| -rw-r--r-- | R/build_scenarios.R | 18 |
1 files changed, 12 insertions, 6 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 39711a7b..b9fe5976 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -10,7 +10,13 @@ if(hostname=="debian"){ }
args <- commandArgs(trailingOnly=TRUE)
-root.dir <- Sys.getenv("ROOT_DIR")
+code.dir <- Sys.getenv("ROOT_DIR")
+
+if(.Platform$OS.type == "unix"){
+ root.dir <- "/home/share/CorpCDOs"
+}else{
+ root.dir <- "//WDSENTINEL/share/CorpCDOs"
+}
if(length(args) >= 1){
tradedate <- as.Date(args[1])
@@ -30,10 +36,10 @@ if(length(args) >=2){ unlink(file.path(root.dir, "scripts", "deals_to_price.txt"))
}
-source(file.path(root.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
-source(file.path(root.dir, "code", "R", "etdb.R"))
-source(file.path(root.dir, "code", "R", "yieldcurve.R"))
-source(file.path(root.dir, "code", "R", "mlpdb.R"))
+source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
+source(file.path(code.dir, "code", "R", "etdb.R"))
+source(file.path(code.dir, "code", "R", "yieldcurve.R"))
+source(file.path(code.dir, "code", "R", "mlpdb.R"))
calibration.date <- addBusDay(tradedate, -1)
settledate <- addBusDay(tradedate, 3)
@@ -145,7 +151,7 @@ for(j in seq_along(dealnames)){ reinvprices <- list()
}
- save.dir <- file.path("/home/share/CorpCDOs/Scenarios", paste("Intex curves", tradedate, sep="_"), "csv")
+ save.dir <- file.path(root.dir, "Scenarios", paste("Intex curves", tradedate, sep="_"), "csv")
if(!file.exists(save.dir)){
dir.create(save.dir, recursive = T)
}
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