diff options
| -rw-r--r-- | R/build_scenarios.R | 7 |
1 files changed, 2 insertions, 5 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 4e29cb33..83a7f7ae 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -1,6 +1,5 @@ library(doParallel)
library(yaml)
-library(lossdistrib)
hostname <- system("hostname", intern=TRUE)
if(hostname=="debian"){
@@ -16,10 +15,7 @@ if(.Platform$OS.type == "unix"){ }else{
root.dir <- "//WDSENTINEL/share/CorpCDOs"
}
-code.dir <- Sys.getenv("CODE_DIR")
-if(code.dir==""){
- code.dir <- root.dir
-}
+code.dir <- if(Sys.getenv("CODE_DIR")=="") root.dir else Sys.getenv("CODE_DIR")
if(length(args) >= 1){
tradedate <- as.Date(args[1])
@@ -37,6 +33,7 @@ source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE) source(file.path(code.dir, "code", "R", "etdb.R"))
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
source(file.path(code.dir, "code", "R", "serenitasdb.R"))
+source(file.path(code.dir, "code", "R", "tranche_functions.R"))
calibration.date <- addBusDay(tradedate, -1)
settledate <- addBusDay(tradedate, 3)
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