diff options
Diffstat (limited to 'R/tranches_RV_BC.R')
| -rw-r--r-- | R/tranches_RV_BC.R | 13 |
1 files changed, 6 insertions, 7 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 1fd63791..62e648f8 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -27,15 +27,14 @@ if(is.null(args$config)){ runs <- list(mappings=list(c(args$index1, args$tenor1, args$index2, args$tenor2))) }else{ library(yaml) - runs <- yaml.load_file(file.path(Sys.getven("CODE_DIR"), "etc", args$config)) + runs <- yaml.load_file(file.path(Sys.getenv("CODE_DIR"), "etc", args$config)) } -code.dir <- Sys.getven("CODE_DIR") -source(file.path(code.dir, "R", "optimization.R")) -source(file.path(code.dir, "R", "calibration.R"), chdir=TRUE) -source(file.path(code.dir, "R", "serenitasdb.R")) -source(file.path(code.dir, "R", "creditIndex.R")) -source(file.path(code.dir, "R", "tranche_functions.R")) +source("optimization.R") +source("calibration.R") +source("serenitasdb.R") +source("creditIndex.R") +source("tranche_functions.R") for(r in runs$mappings){ index.name1 <- r[1] |