diff options
Diffstat (limited to 'R/build_scenarios.R')
| -rw-r--r-- | R/build_scenarios.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 5cdcbc6b..46aa1f8c 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -184,7 +184,7 @@ for(j in seq_along(dealnames)){ intexrecov[,i] <- recov.adj * (scenariosr[,i]-scenariosr[,i-1])/(scenariosd[,i]-scenariosd[,i-1])
}
}
-
+
cdr <- cdrfromscenarios(scenariosd, deal.dates)
## linear approximation for monthly scenarios
deal.data <- getdealdata(dealnames[j])
@@ -250,7 +250,7 @@ for(j in seq_along(dealnames)){ reinvdollar[,t]/loanprices[t]
}
}
-
+
save.dir <- file.path(root.dir, "Scenarios", paste("Intex curves", workdate, sep="_"), "csv")
if(!file.exists(save.dir)){
dir.create(save.dir, recursive = T)
@@ -261,7 +261,7 @@ for(j in seq_along(dealnames)){ row.names=F, col.names=F, sep=",")
write.table(100 * recoverymonthly,
file=file.path(save.dir, paste0(dealnames[j],"-recovery.csv")),
- row.names=F, col.names=F, sep=",")
+ row.names=F, col.names=F, sep=",", na="NaN")
if(reinvflags[j]){
write.table(100 * reinvprices$loan,
file = file.path(save.dir, paste0(dealnames[j], "-floatreinvprices.csv")),
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