1 files changed, 11 insertions, 12 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R
index c01d1123..fae154fd 100644
--- a/R/script_calibrate_tranches.R
+++ b/R/script_calibrate_tranches.R
@@ -1,13 +1,11 @@
 #!/usr/bin/Rscript
 
-library("parallel")
+args <- commandArgs(trailingOnly=TRUE)
 
 if(.Platform$OS.type == "unix"){
   root.dir <- "/home/share/CorpCDOs"
-  cl <- makeForkCluster(4)
 }else{
   root.dir <- "//WDSENTINEL/share/CorpCDOs"
-  cl <- makeCluster(6)
 }
 
 source(file.path(root.dir, "code", "R", "cds_utils.R"))
@@ -17,14 +15,14 @@ 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"))
 
-#figure out the workdate
-filenames <- list.files(file.path(root.dir, "Scenarios", "Calibration"),
-                               pattern = "hy19_singlenames*")
-
-dates <- strtrim(sapply(strsplit(filenames, "_"), function(x)x[3]), 10)
-workdate <- as.Date(sort(dates, decreasing = TRUE)[1])
+##figure out the workdate
+if(length(args) >= 1){
+  workdate <- as.Date(args[1])
+}else{
+  workdate <- Sys.Date()
+}
 
-#retreive yield curve data
+#retrieve yield curve data
 MarkitData <- getMarkitIRData(workdate)
 L1m <- buildMarkitYC(MarkitData, dt = 1/12)
 L2m <- buildMarkitYC(MarkitData, dt = 1/6)
@@ -128,7 +126,8 @@ for(l in 1:100){
 
 write.table(data.frame(Z=Z, w=w.mod),
             file=file.path(root.dir, "Scenarios", "Calibration",
-            paste0("calibration-", Sys.Date(), ".csv")),
+            paste0("calibration-", workdate, ".csv")),
             col.names=T, row.names=F, sep=",")
 save(singlenames.data, hy19, tranche.upf,
-     file = file.path(root.dir, "Scenarios", "Calibration", paste0("marketdata-", workdate, ".RData")))
+     file = file.path(root.dir, "Scenarios", "Calibration",
+     paste0("marketdata-", workdate, ".RData")))