diff options
Diffstat (limited to 'R/zerorecovery_index.R')
| -rw-r--r-- | R/zerorecovery_index.R | 13 |
1 files changed, 6 insertions, 7 deletions
diff --git a/R/zerorecovery_index.R b/R/zerorecovery_index.R index bb9e6658..8e3c039b 100644 --- a/R/zerorecovery_index.R +++ b/R/zerorecovery_index.R @@ -1,11 +1,10 @@ -code.dir <- Sys.getenv("CODE_DIR") library(logging) -source(file.path(code.dir, "R", "yieldcurve.R")) -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("yieldcurve.R") +source("optimization.R") +source("calibration.R") +source("serenitasdb.R") +source("creditIndex.R") +source("tranche_functions.R") zerorecov.pv <- function(portfolio, cs, tradedate=Sys.Date()) { |