1 files changed, 123 insertions, 122 deletions
diff --git a/R/TAGS b/R/TAGS
index 07f80d71..aa8dfe53 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -124,80 +124,80 @@ iindex.name60,2372
 bbigmat152,5552
 
 ./calibrate_tranches_BC.R,80
-nn.int15,496
-NNgrid17,555
-aalldates19,569
-aaux21,644
-bbus.dates26,784
+nn.int13,384
+NNgrid15,443
+aalldates17,457
+aaux18,491
+bbus.dates23,631
 
-./calibration.R,97
-bbuildSC9,248
-gget.cdsSchedule20,631
-sset.singlenamesdata33,1131
-sset.tranchedata52,2133
+./calibration.R,95
+bbuildSC3,35
+gget.cdsSchedule14,418
+sset.singlenamesdata27,918
+sset.tranchedata46,1920
 
-./cds_functions_generic.R,1453
-sabstractcurve18,412
-sflatcurve20,464
-sshapedcurve23,652
-sdefaultcurve25,806
-sdefaultprepaycurve26,910
-screditcurve27,1005
-sshapedtodpc30,1165
-scouponleg40,1533
-scouponleg45,1674
-scouponleg59,2254
-scouponleg79,3206
-kk101,4405
-scouponleg108,4614
-sdcouponleg120,5306
-sdcouponleg124,5400
-sdcouponleg137,5955
-sdcouponleg152,6670
-scdsduration185,8293
-scdsduration190,8438
-sdefaultleg199,8912
-sdefaultleg204,9066
-sdefaultleg216,9631
-sdefaultleg228,10258
-sdefaultleg244,11141
-sddefaultleg251,11474
-sddefaultleg255,11580
-sddefaultleg268,12222
-sddefaultleg281,12906
-scontingentleg305,14152
-scontingentleg310,14315
-scontingentleg323,14950
-scontingentleg335,15595
-scontingentleg352,16582
-sdcontingentleg359,16912
-sdcontingentleg363,17024
-sdcontingentleg377,17782
-sdcontingentleg391,18508
-ccdspv409,19536
-ccdsspread414,19703
-ddcdspv421,19985
-bbondpv430,20311
-ddbondpv434,20462
-ccdshazardrate.flat442,20764
-ccdshazardrate.shaped454,21241
-ccdshazardrate464,21628
-bbondhazardrate.shaped498,22951
-ttweakportfolio527,24101
-iindexpv547,24819
-iindexduration573,26008
-iindexspread579,26237
-iindextheta591,26683
-pportfoliospread600,26998
-pportfolioduration626,28158
-ttweakcurves631,28383
-ssurvivalProbability1650,29128
-ssurvivalProbability.exact673,30046
-SSP695,30748
-SSPmatrix702,30981
-DDP2718,31545
-SSPmatrix2735,32305
-ccreditcurve.maturity750,32903
+./cds_functions_generic.R,1451
+sabstractcurve12,258
+sflatcurve14,310
+sshapedcurve17,498
+sdefaultcurve19,652
+sdefaultprepaycurve20,756
+screditcurve21,851
+sshapedtodpc24,1011
+scouponleg34,1379
+scouponleg39,1520
+scouponleg53,2100
+scouponleg73,3052
+kk95,4251
+scouponleg102,4460
+sdcouponleg114,5152
+sdcouponleg118,5246
+sdcouponleg131,5801
+sdcouponleg146,6516
+scdsduration179,8139
+scdsduration184,8284
+sdefaultleg193,8758
+sdefaultleg198,8912
+sdefaultleg210,9477
+sdefaultleg222,10104
+sdefaultleg238,10987
+sddefaultleg245,11320
+sddefaultleg249,11426
+sddefaultleg262,12068
+sddefaultleg275,12752
+scontingentleg299,13998
+scontingentleg304,14161
+scontingentleg317,14796
+scontingentleg329,15441
+scontingentleg346,16428
+sdcontingentleg353,16758
+sdcontingentleg357,16870
+sdcontingentleg371,17628
+sdcontingentleg385,18354
+ccdspv403,19382
+ccdsspread408,19549
+ddcdspv415,19831
+bbondpv424,20157
+ddbondpv428,20308
+ccdshazardrate.flat436,20610
+ccdshazardrate.shaped448,21087
+ccdshazardrate458,21474
+bbondhazardrate.shaped492,22797
+ttweakportfolio521,23947
+iindexpv541,24665
+iindexduration567,25854
+iindexspread573,26083
+iindextheta585,26529
+pportfoliospread594,26844
+pportfolioduration620,28004
+ttweakcurves625,28229
+ssurvivalProbability1645,29049
+ssurvivalProbability.exact668,29967
+SSP690,30669
+SSPmatrix697,30902
+DDP2713,31466
+SSPmatrix2730,32226
+ccreditcurve.maturity745,32824
 
 ./cds_utils.R,179
 ttoday3,22
@@ -415,7 +415,7 @@ lloan.data268,2110
 mmaturities69,2170
 ttest270,2222
 
-lossdistrib/R/tranche_functions.R,1552
+lossdistrib/R/tranche_functions.R,1580
 GGHquad13,733
 llossdistrib22,903
 llossdistrib.fft34,1170
@@ -463,18 +463,19 @@ BBClossdistC649,23003
 BBCtranche.legs660,23579
 BBCtranche.pv666,23903
 ttheta.adjust.skew694,24938
-BBCtranche.delta704,25288
-EEL744,26866
-EELtrunc759,27560
-BBCstrikes774,28397
-sskewmapping785,28775
-ddelta.factor796,29131
-MMFupdate.prob804,29466
-MMFupdate.probC816,29870
-MMFlossrecovdist.prepay829,30378
-MMFlossdist.joint856,31535
-MMFlossdist.prepay.joint888,32889
-MMFtranche.pv916,34021
+BBCtranche.theta704,25301
+BBCtranche.delta714,25636
+EEL754,27214
+EELtrunc769,27908
+BBCstrikes784,28745
+sskewmapping795,29123
+ddelta.factor806,29479
+MMFupdate.prob814,29814
+MMFupdate.probC826,30218
+MMFlossrecovdist.prepay839,30726
+MMFlossdist.joint866,31883
+MMFlossdist.prepay.joint898,33237
+MMFtranche.pv926,34369
 
 ./LS.R,139
 rr1,0
@@ -513,11 +514,11 @@ ddrv2,21
 mmlpdbCon3,51
 nnameToBasketID6,171
 lload.index12,367
-ccdslist25,1036
-aarr.convert31,1266
-gget.indexquotes39,1577
-iindexsplit48,1984
-gget.tranchequotes57,2306
+ccdslist25,1047
+aarr.convert31,1277
+gget.indexquotes39,1588
+iindexsplit48,1995
+gget.tranchequotes57,2317
 
 ./optimization.R,294
 "blkdiag4,48
@@ -583,33 +584,33 @@ rrho32,934
 QQvec33,946
 QQresult47,1342
 
-./script_calibrate_tranches.R,391
+./script_calibrate_tranches.R,396
 aargs6,74
-hhy2128,707
-hhy2132,825
-hhy2133,870
-nn.credit36,933
-NNgrid37,968
-aacc38,994
-bbottomup40,1078
-ttopdown41,1094
-nn.int42,1109
-nn.credit43,1122
-eerrvec44,1157
-qquadrature45,1171
-ww46,1199
-ZZ47,1217
-ww.mod48,1235
-pp49,1246
-rrho50,1268
-rresult51,1295
-eerr52,1325
-RRstoch90,2658
-LLw97,2904
-RRw98,2934
-LL99,2964
-RR100,3010
-ddist109,3308
+iindex28,707
+iindex32,826
+iindex33,873
+nn.credit36,938
+NNgrid37,974
+aacc38,1000
+bbottomup41,1146
+ttopdown42,1162
+nn.int43,1177
+nn.credit44,1190
+eerrvec45,1226
+qquadrature46,1240
+ww47,1268
+ZZ48,1286
+ww.mod49,1304
+pp50,1315
+rrho51,1338
+rresult52,1365
+eerr53,1395
+RRstoch91,2742
+LLw98,2992
+RRw99,3022
+LL100,3052
+RR101,3099
+ddist110,3401
 
 ./time_of_default.R,364
 sspreads1,0
@@ -671,9 +672,9 @@ iinput3,70
 ttop4,132
 ttable5,154
 
-./yieldcurve.R,108
-ggetMarkitIRData2,19
-tthirdwed36,1531
-nnextthirdwed42,1656
-bbuildMarkitYC47,1741
-eexportYC93,4098
+./yieldcurve.R,110
+ggetMarkitIRData9,154
+tthirdwed43,1638
+nnextthirdwed49,1763
+bbuildMarkitYC54,1848
+eexportYC100,4205