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Diffstat (limited to 'R/thetas-durations.R')
| -rw-r--r-- | R/thetas-durations.R | 12 |
1 files changed, 4 insertions, 8 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 9aeaad20..54e79f8f 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -4,18 +4,14 @@ library(doParallel) library(dplyr) library(tidyr) -root.dir <- if(.Platform$OS.type == "unix"){ - "/home/share/CorpCDOs" -}else{ - "//WDSENTINEL/share/CorpCDOs" -} +code.dir <- Sys.getenv("CODE_DIR") hostname <- system("hostname", intern=TRUE) registerDoParallel(if(hostname=="debian") 4 else 8) -source(file.path(root.dir, "code", "R", "serenitasdb.R")) -source(file.path(root.dir, "code", "R", "cds_functions_generic.R")) -source(file.path(root.dir, "code", "R", "yieldcurve.R")) +source(file.path(code.dir, "R", "serenitasdb.R")) +source(file.path(code.dir, "R", "cds_functions_generic.R")) +source(file.path(code.dir, "R", "yieldcurve.R")) get.indexquotes.table <- function(indextype, series, tenors=c("3yr", "5yr", "7yr"), onlymissing=TRUE){ stmt <- str_c("select date, tenor, closeprice from index_quotes ", |