diff options
Diffstat (limited to 'R/script_calibrate_tranches.R')
| -rw-r--r-- | R/script_calibrate_tranches.R | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R index 63cf4986..57181102 100644 --- a/R/script_calibrate_tranches.R +++ b/R/script_calibrate_tranches.R @@ -1,5 +1,8 @@ #!/usr/bin/Rscript
require(methods)
+library(lossdistrib)
+library(statmod)
+
options(warn=2)
args <- commandArgs(trailingOnly=TRUE)
@@ -11,7 +14,6 @@ if(.Platform$OS.type == "unix"){ source(file.path(root.dir, "code", "R", "cds_utils.R"))
source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
-source(file.path(root.dir, "code", "R", "tranche_functions.R"))
source(file.path(root.dir, "code", "R", "yieldcurve.R"))
source(file.path(root.dir, "code", "R", "optimization.R"))
load.index("hy21")
|