diff options
Diffstat (limited to 'R/backtest_tranches.R')
| -rw-r--r-- | R/backtest_tranches.R | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/R/backtest_tranches.R b/R/backtest_tranches.R index f9614f04..2d4cca30 100644 --- a/R/backtest_tranches.R +++ b/R/backtest_tranches.R @@ -1,16 +1,16 @@ args <- commandArgs(trailingOnly=TRUE) if(.Platform$OS.type == "unix"){ - root.dir <- "/home/share/CorpCDOs" + root.dir <- "/home/serenitas/CorpCDOs" }else{ - root.dir <- "//WDSENTINEL/share/CorpCDOs" + root.dir <- "//diskstation/share/CorpCDOs" } -source(file.path(root.dir, "code", "R", "cds_utils.R")) -source(file.path(root.dir, "code", "R", "cds_functions_generic.R")) -source(file.path(root.dir, "code", "R", "tranche_functions.R")) -source(file.path(root.dir, "code", "R", "yieldcurve.R")) -source(file.path(root.dir, "code", "R", "optimization.R")) +source("cds_utils.R") +source("cds_functions_generic.R") +source("tranche_functions.R") +source("yieldcurve.R") +source("optimization.R") load.index("hy21") ## calibrate HY21 |