1 files changed, 13 insertions, 4 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R
index 3a38b0bd..69c1e20b 100644
--- a/R/build_portfolios.R
+++ b/R/build_portfolios.R
@@ -13,7 +13,11 @@ source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
 if(length(args) >=2){
     dealnames <- args[2:length(args)]
 }else{
-    dealnames <- unique(dealnamefromcusip(read.table(file.path(root.dir, "scripts", "cusips_to_price.txt"))$V1))
+    data <- read.table(file.path(root.dir, "scripts", "cusips_to_price.txt"))
+    dealnames <- dealnamefromcusip(data$V1)
+    uniqdealnames <- unique(dealnames)
+    reinvflags <- data$V2[match(uniqdealnames, dealnames)]
+    dealnames <- uniqdealnames
     unlink(file.path(root.dir, "scripts", "cusips_to_price.txt"))
 }
 
@@ -62,12 +66,17 @@ global.params$defaultloanhazardrate <- 1500 * bps
 global.params$alpha <- 0.25
 global.params$beta <- 15
 global.params$shape <- function(T)0.25+(1-exp(-T/5))
-
+global.params$reinvflag <- TRUE
 cusipdata <- cusip.data()
 
 currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
 ## build portfolio data
+i <- 1
 for(deal.name in dealnames){
+    if(exists("reinvflags")){
+        global.params$reinvflag <- !reinvflags[i]
+    }
+    i <- i+1
     if(is.na(deal.name)){
         next
     }
@@ -76,7 +85,7 @@ for(deal.name in dealnames){
         next
     }
     deal.portfolio <- buildSC.portfolio(deal.name, deal.data, cusipdata, global.params, workdate)
-    A <- SPmatrix2(deal.portfolio$SC, deal.data, freq="3 months")
+    A <- SPmatrix2(deal.portfolio$SC, deal.data, freq="3 months", workdate)
     S <- 1 - sapply(deal.portfolio$SC, attr, "recov")
     deal.weights <- deal.portfolio$notional/sum(deal.portfolio$notional)
     deal.dates <- getdealschedule(deal.data)
@@ -120,4 +129,4 @@ for(deal.name in dealnames){
     }
 }
 
-write.table(dealnames, file = file.path(root.dir, "scripts", "scenarios.txt"), row.names = F, col.names = F)
+write.table(data.frame(dealnames, as.integer(!reinvflags)), file = file.path(root.dir, "scripts", "scenarios.txt"), row.names = F, col.names = F)