1 files changed, 161 insertions, 160 deletions
diff --git a/R/TAGS b/R/TAGS
index 1e4eea78..dd2396bc 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -67,29 +67,29 @@ pprep.data62,2278
 ssqlstr65,2441
 tticker_company75,2878
 
-./build_portfolios.R,163
-aargs4,38
-ccalibration.date27,734
-iindex29,805
-iindex30,834
-gglobal.params31,883
-ccusipdata33,958
-ccashspread.discount34,992
-ccurrdealnames35,1017
+./build_portfolios.R,165
+aargs5,82
+ccalibration.date28,780
+iindex30,851
+iindex31,880
+gglobal.params32,929
+ccusipdata34,1004
+ccashspread.discount35,1038
+ccurrdealnames36,1063
 
 ./build_scenarios.R,214
-hhostname4,35
-aargs11,165
-ccalibration.date33,812
-ssettledate34,857
-ccalibration35,895
-ZZ37,1074
-ww38,1093
-NNgrid41,1140
-ssupport42,1153
-nn.scenarios43,1190
-rrecov.adj44,1209
-pparams45,1224
+hhostname4,66
+aargs11,196
+ccalibration.date33,831
+ssettledate34,876
+ccalibration35,914
+ZZ37,1093
+ww38,1112
+NNgrid41,1159
+ssupport42,1172
+nn.scenarios43,1209
+rrecov.adj44,1228
+pparams45,1243
 
 ./calibrate_tranches_BC.R,39
 ccode.dir2,32
@@ -107,10 +107,10 @@ ddist36,954
 ./calibration.R,141
 bbuildSC3,35
 gget.cdsSchedule14,418
-sset.singlenamesdata25,874
-sset.tranchedata67,2898
-bbuild.skew147,6673
-bbuild.MFdist179,8119
+sset.singlenamesdata25,890
+sset.tranchedata71,3103
+bbuild.skew152,6987
+bbuild.MFdist185,8486
 
 ./cds_functions_generic.R,1681
 sabstractcurve12,258
@@ -162,27 +162,27 @@ ddbondpv486,22865
 ccdshazardrate.flat494,23167
 ccdshazardrate.shaped509,23838
 ccdshazardrate519,24225
-bbondhazardrate.shaped557,25685
-ttweakportfolio586,26845
-iindexpv611,27700
-iindexduration653,29419
-iindexspread661,29799
-iindextheta674,30309
-pportfoliospread686,30772
-pportfolioduration712,31977
-ttweakcurves717,32202
-ssurvivalProbability1743,33417
-ssurvivalProbability.exact766,34334
-FFEP784,34909
-SSP792,35251
-SSPmatrix798,35468
-DDP2818,36200
-SSPmatrix2835,36960
-ccreditcurve.maturity854,37722
-fforward.cl867,38053
-fforward.prot874,38295
-ddefaultAdjustedForwardIndexPrice881,38537
-fforwardflatcds890,38900
+bbondhazardrate.shaped563,25903
+ttweakportfolio592,27063
+iindexpv617,27918
+iindexduration659,29637
+iindexspread667,30017
+iindextheta680,30527
+pportfoliospread692,30990
+pportfolioduration718,32195
+ttweakcurves723,32420
+ssurvivalProbability1749,33635
+ssurvivalProbability.exact772,34552
+FFEP790,35127
+SSP798,35469
+SSPmatrix804,35686
+DDP2824,36418
+SSPmatrix2841,37178
+ccreditcurve.maturity860,37940
+fforward.cl873,38271
+fforward.prot880,38513
+ddefaultAdjustedForwardIndexPrice887,38755
+fforwardflatcds896,39118
 
 ./cds_tester.R,172
 ccurrency6,93
@@ -225,7 +225,7 @@ ppricesBBB74,2436
 ppricesBB79,2576
 ppricesNA84,2712
 
-./creditIndex.R,207
+./creditIndex.R,227
 nn.int4,76
 ggh5,89
 NNgrid6,109
@@ -236,7 +236,7 @@ pprint.creditIndex31,864
 lload.index56,1855
 ccsvheaders69,2261
 ttocsv89,3137
-ttosql102,3765
+aas.data.frame.creditIndex102,3765
 
 ./curve_trades.R,150
 iindex.quotes5,48
@@ -292,33 +292,33 @@ cclipr107,2757
 ssclipr111,2806
 iinverse115,2873
 
-./intex_deal_functions.R,692
-hhostname6,81
-eetdb15,260
-ggetdealdata17,282
-ggetcollateral36,1110
-llistdealnames48,1538
-ccusip.data53,1691
-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.forwardprice394,16539
-ccompute.reinvprices424,18156
+./intex_deal_functions.R,693
+hhostname7,234
+eetdb16,413
+ggetdealdata18,435
+ggetcollateral31,1037
+llistdealnames45,1495
+ccusip.data50,1648
+rrecovery61,2123
+ddealnamefromcusip81,2909
+ccusipsfromdealnames89,3169
+ffithazardrate.fast96,3432
+vvanillabondprice108,3964
+ddvanillabondprice123,4636
+ffithazardrate131,4988
+sstackcurve143,5451
+bbuildSC.matured169,6689
+bbuildSC181,7160
+bbuildSC.portfolio249,10489
+ccdrfromscenarios286,12488
+rrecoveryfromscenarios296,12876
+rrecoveryfromscenarios.fast321,13849
+sseverityfromscenarios327,14051
+gget.reinvassets345,14743
+ggetpayday357,15143
+ggetdealschedule377,15872
+iintexportfolio.forwardprice391,16472
+ccompute.reinvprices421,18098
 
 ./load_cds_data.R,71
 ddownload.cdscurves4,39
@@ -338,13 +338,13 @@ pprocesszipfiles38,1006
 ggetconfig66,2144
 ggetdealcf76,2479
 ggetcusip_indicdata182,7560
-ggetcusipcf205,8628
-ccompute.delta283,12599
-ccfdata320,14014
-ccusipdata324,14219
-ssave.dir325,14276
-ssqlstring330,14460
-ddawndb342,14938
+ggetcusipcf206,8607
+ccompute.delta283,12577
+ccfdata320,13992
+ccusipdata324,14197
+ssave.dir325,14254
+ssqlstring330,14438
+ddawndb343,14990
 
 ./load_loanprices_data.R,183
 ffields.corp13,339
@@ -405,8 +405,8 @@ iindex36,1877
 ./new_index_series.R,83
 bbbgname8,146
 nnewbasketID22,539
-nnewcurves42,1528
-mmarkit.mappings90,3823
+nnewcurves45,1594
+mmarkit.mappings93,3889
 
 ./optimization.R,294
 "blkdiag3,33
@@ -491,21 +491,21 @@ rrho32,934
 QQvec33,946
 QQresult47,1342
 
-./serenitasdb.R,320
+./serenitasdb.R,318
 sserenitasdb3,32
 ssqlArray5,70
 ssqlQuote10,186
 nnameToBasketID14,253
 sset.index.desc20,452
-ccdslist41,1341
-aarr.convert47,1586
-gget.singlenamesquotes64,2034
-iindexsplit75,2556
-gget.tranchequotes80,2713
-ccouponfromindex132,4873
-ggetlastdate139,5153
-gget.indexquotes148,5497
-gget.skews154,5776
+ccdslist41,1343
+aarr.convert47,1588
+gget.singlenamesquotes64,2036
+iindexsplit75,2558
+gget.tranchequotes80,2715
+ccouponfromindex91,3100
+ggetlastdate98,3380
+gget.indexquotes107,3728
+gget.skews113,4007
 
 ./test_options.R,212
 ttradedate9,168
@@ -532,14 +532,15 @@ iindex49,1594
 ssqlstr50,1656
 uunique.dates53,1797
 
-./thetas-durations.R,166
-hhostname7,87
-gget.indexquotes.table14,266
-gget.indexmaturity31,929
-ffastduration40,1303
-ffasttheta56,1759
-ssqlstr.duration79,2543
-ssqlstr.theta81,2689
+./thetas-durations.R,187
+hhostname6,70
+sserenitasdb13,240
+gget.indexquotes.table15,278
+gget.indexmaturity31,870
+ffastduration42,1215
+ffasttheta58,1678
+ssqlstr.duration81,2476
+ssqlstr.theta83,2622
 
 ./time_of_default.R,364
 sspreads1,0
@@ -571,7 +572,7 @@ pprotectionsize86,1551
 ccl90,1614
 ppl96,1766
 
-./tranche_functions.R,801
+./tranche_functions.R,802
 ppos2,21
 ttrancheloss6,59
 ttrancherecov10,128
@@ -584,26 +585,26 @@ ttranche.pv104,3308
 ttranche.pv.scenarios108,3452
 aadjust.attachments113,3620
 BBCtranche.legs119,3810
-BBCtranche.pv138,4660
-MMFtranche.pv165,5543
-aadjust.skew184,6111
-BBCtranche.theta239,7947
-BBCtranche.delta255,8623
-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
+BBCtranche.pv139,4697
+MMFtranche.pv166,5590
+aadjust.skew185,6165
+BBCtranche.theta240,8015
+BBCtranche.delta256,8691
+MMFtranche.delta288,10063
+BBCtranche.corr01321,11444
+BBCtranche.VaR329,11770
+EEL342,12228
+BBCindex.pv364,13094
+EELtrunc386,13932
+PProbtrunc395,14377
+BBCstrikes405,14709
+ttranche.factor416,15033
+MMFupdate.prob422,15263
+MMFlossrecovdist.prepay435,15731
+MMFlossdist.joint464,16975
+MMFlossdist.prepay.joint499,18435
+MMFrecovery526,19573
+MMFlossdist540,20094
 
 ./tranches_RV_BC.R,34
 ooption_list6,164
@@ -633,11 +634,11 @@ ttop4,132
 ttable5,154
 
 ./yieldcurve.R,105
-ggetMarkitIRData4,35
-tthirdwed12,384
-nnextthirdwed18,509
-bbuildMarkitYC23,594
-eexportYC60,1814
+ggetMarkitIRData5,81
+tthirdwed14,446
+nnextthirdwed20,571
+bbuildMarkitYC25,656
+eexportYC62,1880
 
 ./zerorecovery_index.R,177
 zzerorecov.pv10,169
@@ -652,35 +653,35 @@ iindex53,1866
 uupfront59,2156
 
 lossdistrib/R/distrib.R,812
-GGHquad25,1171
-llossdistrib45,1878
-cconvolve64,2442
-llossdistrib.fft84,3255
-llossdistrib2112,4512
-llossdistrib2.truncated150,5791
-rrecovdist191,7384
-llossdist.joint229,8749
-llossdist.prepay.joint256,9707
-llossdistC317,12303
-llossdistCZ324,12591
-llossdistC.truncated335,13078
-eexp.trunc343,13389
-rrec.trunc350,13602
-rrecovdistC361,13913
-llossdistC.prepay.joint367,14128
-llossdistC.prepay.jointZ374,14447
-llossrecovdist390,15113
-llossrecovdist.term403,15608
-llossrecovdist.joint.term423,16329
-ddist.transform440,17012
-sshockprob462,17711
-sshockseverity481,18416
-ddshockprob490,18740
-ddqnorm494,18844
-ffit.prob498,18892
-ffit.probC522,19577
-sstochasticrecov529,19802
-sstochasticrecovC540,20252
-BBClossdist547,20549
-BBClossdistC578,21634
-BBCER596,22472
+GGHquad26,1244
+llossdistrib47,1963
+cconvolve66,2540
+llossdistrib.fft87,3387
+llossdistrib2116,4659
+llossdistrib2.truncated155,5953
+rrecovdist197,7559
+llossdist.joint236,8935
+llossdist.prepay.joint264,9914
+llossdistC326,12527
+llossdistCZ334,12826
+llossdistC.truncated346,13324
+eexp_trunc355,13646
+rrec.trunc363,13870
+rrecovdistC375,14202
+llossdistC.prepay.joint382,14428
+llossdistC.prepay.jointZ390,14758
+llossrecovdist407,15435
+llossrecovdist.term421,15943
+llossrecovdist.joint.term442,16679
+ddist.transform460,17365
+sshockprob483,18078
+sshockseverity503,18873
+ddshockprob512,19212
+ddqnorm516,19341
+ffit.prob521,19417
+ffit.probC546,20155
+sstochasticrecov554,20392
+sstochasticrecovC566,20857
+BBClossdist574,21166
+BBClossdistC606,22272
+BBCER625,23129