1 files changed, 0 insertions, 38 deletions
diff --git a/R/loadcashflows.R b/R/loadcashflows.R
deleted file mode 100644
index 26ea12f1..00000000
--- a/R/loadcashflows.R
+++ /dev/null
@@ -1,38 +0,0 @@
-cusips <- c("000743AA2","00083VAE1","009368AD3","00936BAA2","00936XAA4","03761KAG3","03761LAE6","039549AC4","30605LAA7","82626RAA0","92849RAA0")
-cfdir <- "T:/Analytics/Runs/20100608"
-test <- read.table(paste(cusip[1],"cashflow.txt",sep="_"),header=T)
-index_scen <- function(data,i){
-  return( which(data$"Scenario"==paste("SCENARIO",i,sep="")) )
-}
-
-as.Date(as.character(test[index_scen(test,1),]$Date),format="%Y%m%d")
-
-library(zoo)
-today <- function(){
-  as.Date(Sys.time())
-}
-df <- function(spreadcurve){
-  df <- exp(-cumsum(as.numeric(diff(c(spreadcurve$curvedate,time(spreadcurve$curve)))/365)*spreadcurve$curve))
-  list(curvedate=spreadcurve$curvedate,curve=zoo(df,time(spreadcurve$curve)))
-}
-test <- zoo(c(100,200,300),c(today+365*1:3))
-yc.usd <-list(curvedate=today(),curve=zoo(c(100,200,300),today()+365*1:3))
-
-addcurves <- function(curveA,curveB){
-  if(curveA$curvedate==curveB$curvedate){
-    curvemerged <- na.locf(na.locf(merge(curveA$curve,curveB$curve),na.rm=F,fromLast=T))
-    return(list(curvedate=curveA$curvedate,curve=curvemerged[,1]+curvemerged[,2]))
-  }else{
-    return(0)
-  }
-}
-multcurves <- function(curveA,curveB){
-  if(curveA$curvedate==curveB$curvedate){
-    curvemerged <- na.locf(na.locf(merge(curveA$curve,curveB$curve),na.rm=F,fromLast=T))
-    return(list(curvedate=curveA$curvedate,curve=curvemerged[,1]*curvemerged[,2]))
-  }else{
-    return(0)
-  }
-}
-spreadfrombondprice <- function(price,spread,maturity,yieldcurve){  
-}