diff options
Diffstat (limited to 'R/VaR.R')
| -rw-r--r-- | R/VaR.R | 18 |
1 files changed, 6 insertions, 12 deletions
@@ -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) |
