diff options
Diffstat (limited to 'R/calibrate_tranches_MF.R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 8 |
1 files changed, 3 insertions, 5 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index a95de491..23bef772 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -1,6 +1,5 @@ #!/usr/bin/Rscript
require(methods)
-library(lossdistrib)
library(logging)
options(warn=2)
args <- commandArgs(trailingOnly=TRUE)
@@ -11,15 +10,14 @@ if(.Platform$OS.type == "unix"){ root.dir <- "//WDSENTINEL/share/CorpCDOs"
}
-code.dir <- Sys.getenv("CODE_DIR")
-if(code.dir==""){
- code.dir<-root.dir
-}
+code.dir <- if(Sys.getenv("CODE_DIR")=="") Sys.getenv("CODE_DIR") else root.dir
+
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
source(file.path(code.dir, "code", "R", "optimization.R"))
source(file.path(code.dir, "code", "R", "calibration.R"), chdir=TRUE)
source(file.path(code.dir, "code", "R", "serenitasdb.R"))
source(file.path(code.dir, "code", "R", "creditIndex.R"))
+source(file.path(code.dir, "code", "R", "tranche_functions.R"))
##figure out the tradedate
if(length(args) >= 1){
|
