diff options
| -rw-r--r-- | R/tranches_RV_BC.R | 11 | ||||
| -rw-r--r-- | etc/RVruns.yml | 42 |
2 files changed, 15 insertions, 38 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index af6aec9c..58a974a6 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -42,12 +42,11 @@ source(file.path(root.dir, "code", "R", "serenitasdb.R")) source(file.path(root.dir, "code", "R", "creditIndex.R"))
source(file.path(root.dir, "code", "R", "tranche_functions.R"))
-for(i in seq_along(runs$name1)){
- with(runs,
- {index.name1 <<- name1[i]
- index.name2 <<- name2[i]
- tenor1 <<- tenor1[i]
- tenor2 <<- tenor2[i]})
+for(r in runs$mappings){
+ index.name1 <- r[1]
+ tenor1 <- r[2]
+ index.name2 <- r[3]
+ tenor2 <- r[4]
filename <- file.path(root.dir,"Tranche_data","Runs",
paste0(paste(index.name2, tenor2, "using", index.name1, tenor1),".csv"))
if(!file.exists(filename)){
diff --git a/etc/RVruns.yml b/etc/RVruns.yml index 9ca85eda..7c515f29 100644 --- a/etc/RVruns.yml +++ b/etc/RVruns.yml @@ -1,32 +1,10 @@ -name1: -- hy21 -- hy19 -- hy21 -- hy23 -- ig21 -- ig23 -- ig23 -name2: -- hy19 -- hy21 -- hy17 -- hy21 -- ig19 -- ig21 -- ig19 -tenor1: -- 5yr -- 5yr -- 3yr -- 5yr -- 5yr -- 5yr -- 5yr -tenor2: -- 5yr -- 3yr -- 5yr -- 5yr -- 5yr -- 5yr -- 7yr +mappings: +- ["hy21", "5yr", "hy19", "5yr"] +- ["hy21", "3yr", "hy17", "5yr"] +- ["hy19", "5yr", "hy21", "3yr"] +- ["hy23", "5yr", "hy21", "5yr"] +- ["hy23", "3yr", "hy19", "5yr"] +- ["hy23", "3yr", "hy17", "5yr"] +- ["ig21", "5yr", "ig19", "5yr"] +- ["ig23", "5yr", "ig19", "7yr"] +- ["ig23", "5yr", "ig21", "5yr"] |