diff options
| -rw-r--r-- | R/intex_deals_functions.R | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/R/intex_deals_functions.R b/R/intex_deals_functions.R index a85b9f24..35ee9ee7 100644 --- a/R/intex_deals_functions.R +++ b/R/intex_deals_functions.R @@ -1,11 +1,11 @@ library(RQuantLib)
library(statmod)
root = "//WDSENTINEL/share/CorpCDOs/"
-source(file.path(root, "R", "yieldCurve.R"))
-source(file.path(root, "R", "cds_functions_generic.R"))
-source(file.path(root, "R", "etdb.R"))
-source(file.path(root, "R", "tranche_functions.R"))
-load(file.path(root, "R", "bloomberg_data.RData"))
+source(file.path(root, "code" "R", "yieldCurve.R"))
+source(file.path(root, "code", "R", "cds_functions_generic.R"))
+source(file.path(root, "code", "R", "etdb.R"))
+source(file.path(root, "code", "R", "tranche_functions.R"))
+load(file.path(root, "code", "R", "bloomberg_data.RData"))
cdorating <- function(cusip){
return( sub("[0-9]","", dataMtge[dataMtge$CUSIP %in% cusip,]$RTG_MDY_INITIAL ))
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