diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 16 |
1 files changed, 8 insertions, 8 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index b090a679..4762bee5 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -1,6 +1,6 @@ ## parse command line arguments code.dir <- Sys.getenv("CODE_DIR") -tranchedata.dir <- file.path(Sys.getenv("DATA_DIR"), "..", "Tranche_data") +tranchedata.dir <- file.path(Sys.getenv("BASE_DIR"), "Tranche_data") library(logging) basicConfig() if(!interactive()){ @@ -27,7 +27,7 @@ if(!interactive()){ config <- yaml::yaml.load_file(file.path(code.dir, "etc", args$config)) } } else { - ## args <- list(config=yaml::yaml.load_file(file.path(root.dir,"code", "etc", "runs.yml")), + ## args <- list(config=yaml::yaml.load_file(file.path(code.dir, "etc", "runs.yml")), ## until = Sys.Date()-1, ## update = TRUE) args <- list(update=TRUE, until = Sys.Date()-1) @@ -37,12 +37,12 @@ if(!interactive()){ class(args$until) <- "Date" options(stringsAsFactors = FALSE) -source(file.path(code.dir, "R", "yieldcurve.R")) -source(file.path(code.dir, "R", "optimization.R")) -source(file.path(code.dir, "R", "calibration.R"), chdir=TRUE) -source(file.path(code.dir, "R", "serenitasdb.R")) -source(file.path(code.dir, "R", "creditIndex.R")) -source(file.path(code.dir, "R", "tranche_functions.R")) +source("yieldcurve.R") +source("optimization.R") +source("calibration.R") +source("serenitasdb.R") +source("creditIndex.R") +source("tranche_functions.R") for(run in config$runs){ index.name <- run[1] |