1 files changed, 151 insertions, 152 deletions
diff --git a/R/TAGS b/R/TAGS
index 80639c4c..cedb2b56 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -70,13 +70,13 @@ tticker_company75,2878
 ./build_portfolios.R,187
 aargs4,38
 ccode.dir11,201
-ccalibration.date39,1017
-iindex41,1088
-iindex42,1117
-gglobal.params43,1166
-ccusipdata45,1249
-ccashspread.discount46,1275
-ccurrdealnames47,1300
+ccalibration.date38,1016
+iindex40,1087
+iindex41,1116
+gglobal.params42,1165
+ccusipdata44,1248
+ccashspread.discount45,1274
+ccurrdealnames46,1299
 
 ./build_scenarios.R,235
 hhostname4,35
@@ -120,7 +120,7 @@ sset.tranchedata60,2503
 bbuild.skew140,6296
 bbuild.MFdist172,7743
 
-./cds_functions_generic.R,1544
+./cds_functions_generic.R,1681
 sabstractcurve12,258
 sflatcurve14,310
 sshapedcurve17,498
@@ -130,62 +130,67 @@ screditcurve21,851
 sshapedtodpc24,1011
 scouponleg34,1379
 scouponleg39,1520
-scouponleg53,2100
-scouponleg73,3052
-kk95,4251
-scouponleg102,4460
-sdcouponleg114,5152
-sdcouponleg118,5250
-sdcouponleg131,5802
-sdcouponleg146,6514
-scdsduration179,8134
-scdsduration184,8279
-scdsspread196,8938
-scdsspread201,9090
-sdefaultleg215,9832
-sdefaultleg220,9986
-sdefaultleg232,10551
-sdefaultleg246,11267
-sdefaultleg262,12135
-sddefaultleg269,12468
-sddefaultleg273,12578
-sddefaultleg286,13217
-sddefaultleg299,13898
-scontingentleg323,15141
-scontingentleg328,15304
-scontingentleg341,15939
-scontingentleg353,16584
-scontingentleg370,17571
-sdcontingentleg377,17901
-sdcontingentleg381,18024
-sdcontingentleg395,18790
-sdcontingentleg409,19524
-ccdspv427,20560
-ccds.parspread432,20727
-ddcds.parspread440,21047
-ssnacpv449,21391
-ddcdspv462,21969
-bbondpv471,22295
-ddbondpv475,22446
-ccdshazardrate.flat483,22748
-ccdshazardrate.shaped498,23419
-ccdshazardrate508,23806
-bbondhazardrate.shaped546,25212
-ttweakportfolio575,26372
-iindexpv595,27090
-iindexduration634,28772
-iindexspread642,29107
-iindextheta655,29608
-pportfoliospread665,29975
-pportfolioduration691,31179
-ttweakcurves696,31404
-ssurvivalProbability1716,32233
-ssurvivalProbability.exact739,33151
-SSP761,33853
-SSPmatrix768,34086
-DDP2784,34650
-SSPmatrix2801,35410
-ccreditcurve.maturity818,36096
+scouponleg54,2145
+scouponleg75,3142
+kk97,4341
+scouponleg104,4550
+sdcouponleg116,5242
+sdcouponleg120,5340
+sdcouponleg133,5892
+sdcouponleg148,6604
+scdsduration181,8224
+scdsduration186,8369
+scdsspread198,9028
+scdsspread203,9180
+sdefaultleg217,9922
+sdefaultleg222,10076
+sdefaultleg234,10641
+sdefaultleg249,11402
+sdefaultleg265,12270
+sddefaultleg272,12603
+sddefaultleg276,12713
+sddefaultleg289,13352
+sddefaultleg302,14033
+scontingentleg326,15276
+scontingentleg331,15439
+scontingentleg344,16074
+scontingentleg356,16719
+scontingentleg373,17706
+sdcontingentleg380,18036
+sdcontingentleg384,18159
+sdcontingentleg398,18925
+sdcontingentleg412,19659
+ccdspv430,20695
+ccds.parspread435,20862
+ddcds.parspread443,21182
+ssnacpv452,21526
+ddcdspv465,22104
+bbondpv474,22430
+ddbondpv478,22581
+ccdshazardrate.flat486,22883
+ccdshazardrate.shaped501,23554
+ccdshazardrate511,23941
+bbondhazardrate.shaped549,25347
+ttweakportfolio578,26507
+iindexpv598,27225
+iindexduration637,28907
+iindexspread645,29242
+iindextheta658,29743
+pportfoliospread668,30110
+pportfolioduration694,31314
+ttweakcurves699,31539
+ssurvivalProbability1719,32368
+ssurvivalProbability.exact742,33285
+FFEP760,33860
+SSP768,34202
+SSPmatrix775,34435
+DDP2791,34999
+SSPmatrix2808,35759
+ccreditcurve.maturity825,36445
+fforward.cl838,36776
+fforward.prot846,37076
+ddefaultAdjustedForwardIndexPrice856,37473
+fforwardflatcds864,37873
 
 ./cds_tester.R,172
 ccurrency6,93
@@ -199,16 +204,16 @@ ddata21,687
 ccouponleg239,1435
 pprotectionleg247,1647
 
-./cds_utils.R,179
-ttoday3,22
-aaddBusDay7,62
-cconvertTenor11,238
-aaddTenor31,916
-ccouponSchedule49,1574
-IIMMDate115,4442
-ccdsAccrued141,5408
-ccdsMaturity146,5580
-yyearFrac152,5711
+./cds_utils.R,178
+ttoday4,41
+aaddBusDay8,81
+cconvertTenor12,257
+aaddTenor25,640
+ccouponSchedule36,977
+IIMMDate102,3845
+ccdsAccrued128,4811
+ccdsMaturity133,4983
+yyearFrac139,5114
 
 ./clopricer.R,272
 rrootdir1,0
@@ -296,29 +301,29 @@ iinverse115,2865
 ./intex_deal_functions.R,679
 hhostname7,98
 ggetdealdata17,280
-ggetcollateral39,1290
-llistdealnames49,1623
-ccusip.data54,1777
-rrecovery66,2227
-ddealnamefromcusip86,3013
-ccusipsfromdealnames94,3274
-ffithazardrate.fast101,3538
-vvanillabondprice113,4070
-ddvanillabondprice128,4742
-ffithazardrate136,5094
-sstackcurve148,5557
-bbuildSC.matured174,6795
-bbuildSC186,7266
-bbuildSC.portfolio254,10595
-ccdrfromscenarios284,12295
-rrecoveryfromscenarios294,12683
-rrecoveryfromscenarios.fast319,13656
-sseverityfromscenarios325,13858
-gget.reinvassets343,14550
-ggetpayday356,14971
-ggetdealschedule375,15678
-iintexportfolio.forwardprice394,16351
-ccompute.reinvprices424,17968
+ggetcollateral36,1110
+llistdealnames48,1540
+ccusip.data53,1694
+rrecovery65,2144
+ddealnamefromcusip85,2930
+ccusipsfromdealnames93,3191
+ffithazardrate.fast100,3455
+vvanillabondprice112,3987
+ddvanillabondprice127,4659
+ffithazardrate135,5011
+sstackcurve147,5474
+bbuildSC.matured173,6712
+bbuildSC185,7183
+bbuildSC.portfolio253,10512
+ccdrfromscenarios281,12094
+rrecoveryfromscenarios291,12482
+rrecoveryfromscenarios.fast316,13455
+sseverityfromscenarios322,13657
+gget.reinvassets340,14349
+ggetpayday352,14750
+ggetdealschedule371,15457
+iintexportfolio.forwardprice390,16130
+ccompute.reinvprices420,17747
 
 ./latestprices.R,453
 cconn2,15
@@ -365,22 +370,22 @@ wwrite.tranchedata21,749
 bbbgConn35,1319
 
 ./load_cf.R,319
-aargs7,122
-iindex31,925
-iindex32,954
-ccalibration.date34,997
-ccs36,1069
-ddm38,1169
-ssanitize.column39,1177
-pprocesszipfiles46,1394
-ggetconfig74,2532
-ggetdealcf84,2867
-ggetcusipcf174,6921
-ccompute.delta248,10730
-ccfdata279,11947
-ccusipdata283,12152
-ssave.dir284,12209
-ssqlstring289,12393
+aargs6,82
+iindex31,960
+iindex32,989
+ccalibration.date34,1032
+ccs36,1104
+ddm38,1204
+ssanitize.column39,1212
+pprocesszipfiles46,1429
+ggetconfig74,2567
+ggetdealcf84,2902
+ggetcusipcf178,7147
+ccompute.delta253,11008
+ccfdata284,12225
+ccusipdata288,12430
+ssave.dir289,12487
+ssqlstring294,12671
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -500,27 +505,11 @@ llevdist34,1737
 rratio35,1796
 iindex36,1877
 
-./new_index_series.R,369
-bbbgConn4,39
-nnewbasketID7,167
-iindexname28,1003
-iindextype30,1065
-nnewseries31,1083
-iindex34,1147
-ttickers35,1253
-ccds.fields37,1275
-ddata38,1367
-ddata39,1424
-pprep.data40,1453
-aall.companyids45,1717
-pprep.data46,1797
-ccdscurves48,1876
-ccurves49,1961
-ccurves52,2043
-ssqlstr54,2230
-ssqlstr66,2793
-ssqlstr70,3027
-bbasketid71,3113
+./new_index_series.R,83
+bbbgname8,147
+nnewbasketID22,540
+nnewcurves42,1529
+mmarkit.mappings97,4051
 
 ./optimization.R,294
 "blkdiag3,33
@@ -589,28 +578,38 @@ QQresult47,1342
 ./serenitasdb.R,267
 sserenitasdb2,13
 ssqlArray7,199
-ssqlQuote12,320
-nnameToBasketID16,421
-sset.index.desc22,620
-ccdslist38,1315
-aarr.convert44,1560
-gget.indexquotes52,1885
-iindexsplit62,2317
-gget.tranchequotes67,2477
-ccouponfromindex122,4894
-ggetlastdate129,5171
+ssqlQuote12,315
+nnameToBasketID16,416
+sset.index.desc22,615
+ccdslist37,1272
+aarr.convert43,1517
+gget.indexquotes51,1842
+iindexsplit61,2274
+gget.tranchequotes66,2434
+ccouponfromindex121,4851
+ggetlastdate128,5128
+
+./test_options.R,127
+rroot.dir1,0
+ccode.dir2,35
+ttradedate10,482
+iindex12,537
+iindex13,573
+iindex14,615
+ttweak20,1021
+iindex21,1060
 
 ./thetas-durations.R,212
 hhostname11,181
 gget.indexquotes22,495
-gget.indexmaturity38,1263
-ffastduration47,1637
-ffasttheta65,2128
-iindex88,2886
-ttenors89,2900
-rrecov90,2933
-ssqlstr.duration91,2946
-ssqlstr.theta93,3092
+gget.indexmaturity36,1241
+ffastduration45,1615
+ffasttheta63,2106
+iindex86,2890
+ttenors87,2904
+rrecov88,2937
+ssqlstr.duration89,2950
+ssqlstr.theta91,3096
 
 ./time_of_default.R,364
 sspreads1,0