diff options
Diffstat (limited to 'R/pretty_plots.R')
| -rw-r--r-- | R/pretty_plots.R | 18 |
1 files changed, 18 insertions, 0 deletions
diff --git a/R/pretty_plots.R b/R/pretty_plots.R new file mode 100644 index 00000000..bb9be08b --- /dev/null +++ b/R/pretty_plots.R @@ -0,0 +1,18 @@ +load("/home/share/CorpCDOs/Scenarios/Intex Curves_2015-11-30/csv/wthrs4.RData") +wthrs4.dist <- dist.joint +load("/home/share/CorpCDOs/Scenarios/Intex Curves_2015-11-30/csv/saturn.RData") +saturn.dist <- dist.joint + +##5 year +ggplot() + + geom_line(aes(x=support, y=rowSums(wthrs4.dist[17,,]), colour='Whitehorse IV')) + + geom_line(aes(x=support, y=rowSums(saturn.dist[17,,]), colour='Saturn CLO')) + + ylab("loss density")+xlab("percentage of loss") + + geom_vline(aes(colour='Market assumption', xintercept=0.03)) + + annotate("text", x=0.5, y=0.025, label="T=5 year", size=4) + + annotate("text", x=0.5, y=0, label="2 CDR, 70% recovery", colour="#F8766D", size=4) + +labs(colour="") + + theme(legend.position="bottom") + +ggsave("Loss distribution.png", width=4.35, height=4) +##ggsave("Loss distribution.png") |