diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 14 |
1 files changed, 4 insertions, 10 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 6697ca22..cef04db6 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -3,10 +3,10 @@ library("yaml") args <- commandArgs(trailingOnly=TRUE) -if(.Platform$OS.type == "unix"){ - root.dir <- "/home/share/CorpCDOs" +if(Sys.getenv("DATA_DIR") == ""){ + root.dir <- "/home/serenitas/CorpCDOs" }else{ - root.dir <- "//WDSENTINEL/share/CorpCDOs" + root.dir <- file.path(Sys.getenv("DATA_DIR"), "..") } code.dir <- if(Sys.getenv("CODE_DIR")=="") file.path(root.dir, "code") else Sys.getenv("CODE_DIR") @@ -25,12 +25,6 @@ if(interactive()) { argslist <- strsplit(args[-1], ",") dealnames <- unlist(lapply(argslist, function(x)x[1])) reinvflags <- as.logical(unlist(lapply(argslist, function(x)x[2]))) - }else{ - data <- read.table(file.path(root.dir, "scripts", "deals_to_price.txt"), - colClasses=c("character", "logical")) - dealnames <- data$V1 - reinvflags <- data$V2 - } workdate <- if(length(args) >=1) as.Date(args[1]) else Sys.Date() } @@ -38,7 +32,7 @@ calibration.date <- addBusDay(workdate, -1) exportYC(calibration.date) index <- creditIndex("hy27") index <- set.index.desc(index, calibration.date) -global.params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml")) +global.params <- yaml.load_file(file.path(code.dir, "etc", "params.yml")) cusipdata <- cusip.data(workdate) cashspread.discount <- 0 |