diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 6d1172d6..6f37efea 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -3,6 +3,7 @@ library(statmod) library(data.table)
options(datatable.nomatch=0)
library(doParallel)
+library(lossdistrib)
hostname <- system("hostname", intern=TRUE)
if(hostname=="debian"){
@@ -17,10 +18,8 @@ if(.Platform$OS.type == "unix"){ root.dir <- "//WDSENTINEL/share/CorpCDOs/"
}
-source(file.path(root.dir, "code", "R", "yieldCurve.R"))
source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
source(file.path(root.dir, "code", "R", "etdb.R"))
-source(file.path(root.dir, "code", "R", "tranche_functions.R"))
getdealdata <- function(dealname, workdate){
sqlstring <- paste0("select marketvalue from et_deal_model_numbers where dealname='%s' and ",
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