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-rw-r--r--R/VaR.R18
1 files changed, 6 insertions, 12 deletions
diff --git a/R/VaR.R b/R/VaR.R
index 6f004bee..5d5145ea 100644
--- a/R/VaR.R
+++ b/R/VaR.R
@@ -1,20 +1,14 @@
## parse command line arguments
-root.dir <- if(.Platform$OS.type == "unix"){
- "/home/share/CorpCDOs"
-}else{
- "//WDSENTINEL/share/CorpCDOs"
-}
-
library(logging)
basicConfig()
options(stringsAsFactors = FALSE)
-source(file.path(root.dir, "code", "R", "yieldcurve.R"))
-source(file.path(root.dir, "code", "R", "optimization.R"))
-source(file.path(root.dir, "code", "R", "calibration.R"), chdir=TRUE)
-source(file.path(root.dir, "code", "R", "serenitasdb.R"))
-source(file.path(root.dir, "code", "R", "creditIndex.R"))
-source(file.path(root.dir, "code", "R", "tranche_functions.R"))
+source("yieldcurve.R")
+source("optimization.R")
+source("calibration.R")
+source("serenitasdb.R")
+source("creditIndex.R")
+source("tranche_functions.R")
#we load the index we want to shock
tradedate <- addBusDay(Sys.Date(), -1)