diff options
Diffstat (limited to 'R/calibrate_tranches_MF.R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 15 |
1 files changed, 7 insertions, 8 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 8b070f4a..f27ded47 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -8,14 +8,13 @@ basicConfig() removeHandler('basic.stdout') addHandler(writeToFile, file=file.path(Sys.getenv("LOG_DIR"), "calibrate_tranches_MF.log")) ##options(warn=2) -code.dir <- Sys.getenv("CODE_DIR") -data.dir <- file.path(Sys.getenv("DATA_DIR"), "..", "Scenarios", "Calibration") -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")) +data.dir <- file.path(Sys.getenv("BASE_DIR"), "Scenarios", "Calibration") +source("yieldcurve.R") +source("optimization.R") +source("calibration.R") +source("serenitasdb.R") +source("creditIndex.R") +source("tranche_functions.R") ##figure out the tradedate if(length(args) >= 1){ |