diff options
| -rw-r--r-- | R/TAGS | 185 |
1 files changed, 93 insertions, 92 deletions
@@ -75,23 +75,23 @@ iindex39,1277 iindex40,1306 gglobal.params41,1355 ccusipdata43,1438 -ccashspread.discount44,1464 -ccurrdealnames45,1489 +ccashspread.discount44,1472 +ccurrdealnames45,1497 -./build_scenarios.R,234 +./build_scenarios.R,235 hhostname4,35 aargs11,165 -ccode.dir18,332 -ccalibration.date37,965 -ssettledate38,1010 -ccalibration39,1048 -ZZ41,1227 -ww42,1246 -NNgrid45,1293 -ssupport46,1306 -nn.scenarios47,1343 -rrecov.adj48,1362 -pparams49,1377 +ccode.dir19,333 +ccalibration.date38,1071 +ssettledate39,1116 +ccalibration40,1154 +ZZ42,1333 +ww43,1352 +NNgrid46,1399 +ssupport47,1412 +nn.scenarios48,1449 +rrecov.adj49,1468 +pparams50,1483 ./calibrate_tranches_BC_et.R,72 ttenor24,663 @@ -115,9 +115,9 @@ ddist43,1296 bbuildSC3,35 gget.cdsSchedule14,418 sset.singlenamesdata24,836 -sset.tranchedata63,2648 -bbuild.skew143,6439 -bbuild.MFdist175,7886 +sset.tranchedata63,2724 +bbuild.skew143,6507 +bbuild.MFdist175,7954 ./cds_functions_generic.R,1681 sabstractcurve12,258 @@ -182,14 +182,14 @@ ssurvivalProbability1722,32422 ssurvivalProbability.exact745,33339 FFEP763,33914 SSP771,34256 -SSPmatrix778,34489 -DDP2794,35053 -SSPmatrix2811,35813 -ccreditcurve.maturity828,36499 -fforward.cl841,36830 -fforward.prot848,37072 -ddefaultAdjustedForwardIndexPrice855,37314 -fforwardflatcds865,37788 +SSPmatrix777,34473 +DDP2797,35205 +SSPmatrix2814,35965 +ccreditcurve.maturity831,36662 +fforward.cl844,36993 +fforward.prot851,37235 +ddefaultAdjustedForwardIndexPrice858,37477 +fforwardflatcds867,37840 ./cds_tester.R,172 ccurrency6,93 @@ -206,14 +206,14 @@ pprotectionleg247,1647 ./cds_utils.R,198 ttoday4,41 aaddBusDay8,81 -cconvertTenor12,257 -aaddTenor25,640 -ccouponSchedule36,977 -IIMMDate107,3833 -IIMMDate2134,4838 -ccdsAccrued155,5734 -ccdsMaturity160,5906 -yyearFrac172,6198 +cconvertTenor13,274 +aaddTenor26,657 +ccouponSchedule37,994 +IIMMDate107,3832 +IIMMDate2135,4850 +ccdsAccrued157,5768 +ccdsMaturity162,5940 +yyearFrac174,6232 ./clopricer.R,272 rrootdir1,0 @@ -299,33 +299,33 @@ cclipr107,2749 ssclipr111,2798 iinverse115,2865 -./intex_deal_functions.R,693 +./intex_deal_functions.R,692 hhostname6,81 eetdb15,260 ggetdealdata17,282 ggetcollateral36,1110 llistdealnames48,1538 ccusip.data53,1691 -rrecovery65,2140 -ddealnamefromcusip85,2926 -ccusipsfromdealnames93,3186 -ffithazardrate.fast100,3449 -vvanillabondprice112,3981 -ddvanillabondprice127,4653 -ffithazardrate135,5005 -sstackcurve147,5468 -bbuildSC.matured173,6706 -bbuildSC185,7177 -bbuildSC.portfolio253,10506 -ccdrfromscenarios290,12474 -rrecoveryfromscenarios300,12862 -rrecoveryfromscenarios.fast325,13835 -sseverityfromscenarios331,14037 -gget.reinvassets349,14729 -ggetpayday361,15129 -ggetdealschedule380,15836 -iintexportfolio.forwardprice399,16509 -ccompute.reinvprices429,18126 +rrecovery64,2166 +ddealnamefromcusip84,2952 +ccusipsfromdealnames92,3212 +ffithazardrate.fast99,3475 +vvanillabondprice111,4007 +ddvanillabondprice126,4679 +ffithazardrate134,5031 +sstackcurve146,5494 +bbuildSC.matured172,6732 +bbuildSC184,7203 +bbuildSC.portfolio252,10532 +ccdrfromscenarios289,12531 +rrecoveryfromscenarios299,12919 +rrecoveryfromscenarios.fast324,13892 +sseverityfromscenarios330,14094 +gget.reinvassets348,14786 +ggetpayday360,15186 +ggetdealschedule380,15915 +iintexportfolio.forwardprice400,16596 +ccompute.reinvprices430,18213 ./latestprices.R,453 cconn2,15 @@ -384,14 +384,14 @@ ssanitize.column36,1135 pprocesszipfiles43,1352 ggetconfig71,2490 ggetdealcf81,2825 -ggetcusip_indicdata186,7918 -ggetcusipcf209,8986 -ccompute.delta287,13160 -ccfdata318,14377 -ccusipdata322,14582 -ssave.dir323,14639 -ssqlstring328,14823 -ddawndb340,15301 +ggetcusip_indicdata186,7869 +ggetcusipcf209,8937 +ccompute.delta285,12835 +ccfdata316,14052 +ccusipdata320,14257 +ssave.dir321,14314 +ssqlstring326,14498 +ddawndb338,14976 ./load_futures_data.R,180 bbbgCon11,202 @@ -606,15 +606,15 @@ ttradedate10,482 iindex12,537 iindex13,573 iindex14,615 -ttweakindex16,663 -rref28,1248 -nnewindex29,1259 -hh30,1294 -eexerciseDates31,1367 -ffp35,1609 -ffp236,1619 -ccalib42,1846 -ooption50,2184 +ttweakindex17,822 +rref29,1407 +nnewindex30,1418 +hh31,1453 +eexerciseDates32,1526 +ffp34,1615 +ffp235,1625 +ccalib41,1852 +ooption50,2211 ./test_postgresql.R,80 sserenitasdb2,15 @@ -690,21 +690,21 @@ MMFtranche.pv165,5543 aadjust.skew184,6111 BBCtranche.theta239,7947 BBCtranche.delta255,8623 -MMFtranche.delta287,9997 -BBCtranche.corr01320,11373 -BBCtranche.VaR328,11698 -EEL341,12148 -BBCindex.pv363,13007 -EELtrunc387,13876 -PProbtrunc395,14296 -BBCstrikes404,14603 -ttranche.factor415,14927 -MMFupdate.prob421,15157 -MMFlossrecovdist.prepay434,15623 -MMFlossdist.joint461,16780 -MMFlossdist.prepay.joint493,18134 -MMFrecovery520,19269 -MMFlossdist534,19787 +MMFtranche.delta287,9989 +BBCtranche.corr01320,11365 +BBCtranche.VaR328,11690 +EEL341,12140 +BBCindex.pv363,12999 +EELtrunc387,13868 +PProbtrunc395,14288 +BBCstrikes404,14595 +ttranche.factor415,14919 +MMFupdate.prob421,15149 +MMFlossrecovdist.prepay434,15615 +MMFlossdist.joint461,16772 +MMFlossdist.prepay.joint493,18126 +MMFrecovery520,19261 +MMFlossdist534,19779 ./tranches_RV_BC_et.R,202 nname146,2011 @@ -747,9 +747,10 @@ iinput3,70 ttop4,132 ttable5,154 -./yieldcurve.R,109 -ggetMarkitIRData9,154 -tthirdwed43,1657 -nnextthirdwed49,1782 -bbuildMarkitYC54,1867 -eexportYC94,3574 +./yieldcurve.R,123 +rroot.dir2,19 +ggetMarkitIRData10,185 +tthirdwed18,534 +nnextthirdwed24,659 +bbuildMarkitYC29,744 +eexportYC66,1964 |