diff options
| -rw-r--r-- | R/build_portfolios.R | 2 | ||||
| -rw-r--r-- | R/build_scenarios.R | 2 | ||||
| -rw-r--r-- | R/calibrate_tranches_BC.R | 8 | ||||
| -rw-r--r-- | R/calibrate_tranches_MF.R | 4 | ||||
| -rw-r--r-- | R/creditIndex.R | 2 | ||||
| -rw-r--r-- | R/load_cf.R | 2 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 4 |
7 files changed, 12 insertions, 12 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 218d4952..72e19714 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -4,7 +4,7 @@ library(dplyr, quiet = TRUE, warn.conflict = F) args <- commandArgs(trailingOnly = TRUE) -stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") +stopifnot((root.dir <- Sys.getenv("SERENITAS_BASE_DIR")) != "") stopifnot((config.dir <- Sys.getenv("SERENITAS_CONFIG_DIR")) != "") source("intex_deal_functions.R") source("yieldcurve.R") diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 8760b619..b4d795d4 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -10,7 +10,7 @@ if(hostname=="debian"){ args <- commandArgs(trailingOnly=TRUE) -stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") +stopifnot((root.dir <- Sys.getenv("SERENITAS_BASE_DIR")) != "") stopifnot((config.dir <- Sys.getenv("SERENITAS_CONFIG_DIR")) != "") source("intex_deal_functions.R") source("yieldcurve.R") diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index e0189df6..89afd2eb 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -1,6 +1,6 @@ ## parse command line arguments -code.dir <- Sys.getenv("CODE_DIR") -tranchedata.dir <- file.path(Sys.getenv("BASE_DIR"), "Tranche_data") +config.dir <- Sys.getenv("SERENITAS_CONFIG_DIR") +tranchedata.dir <- file.path(Sys.getenv("SERENITAS_BASE_DIR"), "Tranche_data") library(logging) basicConfig() if(!interactive()) { @@ -24,10 +24,10 @@ if(!interactive()) { } config <- list(runs=list(c(args$index, args$tenor))) } else { - config <- yaml::yaml.load_file(file.path(code.dir, "etc", args$config)) + config <- yaml::yaml.load_file(file.path(config.dir, args$config)) } } else { - ## args <- list(config=yaml::yaml.load_file(file.path(code.dir, "etc", "runs.yml")), + ## args <- list(config=yaml::yaml.load_file(file.path(config.dir, "runs.yml")), ## until = Sys.Date()-1, ## update = TRUE) args <- list(update = F, until = Sys.Date()-1) diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index e63ded63..86975c0a 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -6,9 +6,9 @@ args <- commandArgs(trailingOnly=TRUE) basicConfig() removeHandler('basic.stdout') -addHandler(writeToFile, file=file.path(Sys.getenv("LOG_DIR"), "calibrate_tranches_MF.log")) +addHandler(writeToFile, file=file.path(Sys.getenv("SERENITAS_LOG_DIR"), "calibrate_tranches_MF.log")) ##options(warn=2) -data.dir <- file.path(Sys.getenv("BASE_DIR"), "Scenarios", "Calibration") +data.dir <- file.path(Sys.getenv("SERENITAS_BASE_DIR"), "Scenarios", "Calibration") source("yieldcurve.R") source("optimization.R") source("calibration.R") diff --git a/R/creditIndex.R b/R/creditIndex.R index b322bf78..c1d46923 100644 --- a/R/creditIndex.R +++ b/R/creditIndex.R @@ -1,4 +1,4 @@ -stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") +stopifnot((root.dir <- Sys.getenv("SERENITAS_BASE_DIR")) != "") library(lossdistrib) n.int <- 250 diff --git a/R/load_cf.R b/R/load_cf.R index 7d42d3ca..3f5fd397 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -8,7 +8,7 @@ library(logging) basicConfig() args <- commandArgs(trailingOnly=TRUE) -stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") +stopifnot((root.dir <- Sys.getenv("SERENITAS_BASE_DIR")) != "") tradedate <- if(length(args) >= 1) as.Date(args[1]) else Sys.Date() source("yieldcurve.R") diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 62e648f8..5c81e357 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -1,7 +1,7 @@ library(logging) basicConfig() removeHandler('basic.stdout') -addHandler(writeToFile, file=file.path(Sys.getenv("LOG_DIR"), "tranches_RV_BC.log")) +addHandler(writeToFile, file=file.path(Sys.getenv("SERENITAS_LOG_DIR"), "tranches_RV_BC.log")) library(optparse) option_list <- list( make_option(c("-u", "--update"), action="store_true", default=FALSE, @@ -27,7 +27,7 @@ if(is.null(args$config)){ runs <- list(mappings=list(c(args$index1, args$tenor1, args$index2, args$tenor2))) }else{ library(yaml) - runs <- yaml.load_file(file.path(Sys.getenv("CODE_DIR"), "etc", args$config)) + runs <- yaml.load_file(file.path(Sys.getenv("SERENITAS_CONFIG_DIR"), args$config)) } source("optimization.R") |