1 files changed, 15 insertions, 11 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R
index 7e63d548..ef32bf1e 100644
--- a/R/build_portfolios.R
+++ b/R/build_portfolios.R
@@ -1,5 +1,6 @@
 library("RQuantLib")
-library("parallel")
+
+args <- commandArgs(trailingOnly=TRUE)
 
 if(.Platform$OS.type == "unix"){
   root.dir <- "/home/share/CorpCDOs"
@@ -9,20 +10,23 @@ if(.Platform$OS.type == "unix"){
 
 source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
 
-dealnames <- unique(dealnamefromcusip(read.table(file.path(root.dir, "scripts", "cusips_to_price.txt"))$V1))
-unlink(file.path(root.dir, "scripts", "cusips_to_price.txt"))
+if(length(args) >=2){
+    dealnames <- args[2:length(args)]
+}else{
+    dealnames <- unique(dealnamefromcusip(read.table(file.path(root.dir, "scripts", "cusips_to_price.txt"))$V1))
+    unlink(file.path(root.dir, "scripts", "cusips_to_price.txt"))
+}
+
 source(file.path(root.dir, "code", "R", "index_definitions.R"))
+source(file.path(root.dir, "code", "R", "cds_utils.R"))
 
-prevBusDay <- function(){
-    i <- 1
-    while(!isBusinessDay(calendar = "UnitedStates/GovernmentBond", Sys.Date() - i)){
-        i <- i+1
-    }
-    return( Sys.Date() - i )
+if(length(args) >= 1){
+  workdate <- as.Date(args[1])
+}else{
+  workdate <- Sys.Date()
 }
 
-workdate <- Sys.Date()
-calibration.date <- prevBusDay()
+calibration.date <- prevBusDay(workdate)
 MarkitData <- getMarkitIRData(calibration.date)
 
 L1m <- buildMarkitYC(MarkitData, dt = 1/12)