diff options
| -rw-r--r-- | R/build_SC.R | 8 | ||||
| -rw-r--r-- | R/cds_functions_generic.R | 8 | ||||
| -rw-r--r-- | R/intex_deal_functions.R | 7 |
3 files changed, 20 insertions, 3 deletions
diff --git a/R/build_SC.R b/R/build_SC.R index 6f9ef4c1..157d5b49 100644 --- a/R/build_SC.R +++ b/R/build_SC.R @@ -1,6 +1,12 @@ library("RQuantLib")
library("parallel")
-root.dir <- "//WDSENTINEL/share/CorpCDOs"
+
+if(.Platform$OS.type == "unix"){
+ root.dir <- "/home/share/CorpCDOs"
+}else{
+ root.dir <- "//WDSENTINEL/share/CorpCDOs"
+}
+
source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
source(file.path(root.dir, "code", "R", "index_definitions.R"))
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 336c84eb..754d789e 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -1,4 +1,10 @@ -source("//WDSENTINEL/share/CorpCDOs/code/R/cds_utils.R")
+if(.Platform$OS.type == "unix"){
+ root.dir <- "/home/share/CorpCDOs/"
+}else{
+ root.dir <- "//WDSENTINEL/share/CorpCDOs/"
+}
+
+source(file.path(root.dir, "code/R/cds_utils.R"))
## TODO:
## - switch hazard rates and prepay curves to functions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 306ebc0e..d7288720 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -1,7 +1,12 @@ library(RQuantLib)
library(statmod)
library(hash)
-root.dir <- "//WDSENTINEL/share/CorpCDOs/"
+
+if(.Platform$OS.type == "unix"){
+ root.dir <- "/home/share/CorpCDOs/"
+}else{
+ root.dir <- "//WDSENTINEL/share/CorpCDOs/"
+}
source(file.path(root.dir, "code", "R", "yieldCurve.R"))
source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
source(file.path(root.dir, "code", "R", "etdb.R"))
|