1 files changed, 91 insertions, 73 deletions
diff --git a/R/TAGS b/R/TAGS
index e16acd54..b82d25a0 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -91,33 +91,50 @@ nn.scenarios56,1639
 rrecov.adj57,1658
 pparams58,1673
 
-./calibrate_tranches_BC_et.R,340
+./calibrate_tranches_BC_et.R,571
+nn.int15,496
+NNgrid17,531
+ddeltasmat19,545
+ggammasmat20,562
+rrhomat21,579
+ddealerdeltamat22,593
+ddurmat23,615
+bbigmat24,629
+rrefmat25,643
+qquotemat26,657
+HHYquotesnames34,809
+HHYdeltanames35,893
+HHYgammasmatnames36,992
+HHYrhonames37,1071
+HHYdealerdeltanames38,1138
+HHYdurmatnames39,1247
+IIGquotesnames41,1316
+IIGdeltanames42,1396
+IIGgammasmatnames43,1491
+IIGrhonames44,1566
+IIGdealerdeltanames45,1631
+IIGdurmatnames46,1736
+aaux48,1801
+aalldates53,2005
+bbus.dates55,2080
+kk56,2180
+iindex.name57,2185
+bbigmat140,5064
+
+./calibrate_tranches_BC.R,80
 nn.int15,496
 NNgrid17,531
 aalldates19,545
-ddeltasmat21,620
-ggammasmat22,637
-rrhomat23,654
-ddealerdeltamat24,668
-ddurmat25,690
-bbigmat26,704
-ddeltanames34,854
-ggammasmatnames35,951
-rrhonames36,1028
-ddealerdeltanames37,1093
-ddurmatnames38,1200
-bbus.dates40,1267
-kk41,1367
-iindex.name42,1372
-bbigmat89,3145
+aaux21,620
+bbus.dates26,824
 
 ./calibration.R,97
 bbuildSC9,248
 gget.cdsSchedule20,631
-sset.singlenamesdata33,1118
-sset.tranchedata50,1915
+sset.singlenamesdata33,1131
+sset.tranchedata52,2133
 
-./cds_functions_generic.R,1430
+./cds_functions_generic.R,1453
 sabstractcurve18,412
 sflatcurve20,464
 sshapedcurve23,652
@@ -165,19 +182,20 @@ ccdshazardrate.shaped454,21241
 ccdshazardrate464,21628
 bbondhazardrate.shaped498,22951
 ttweakportfolio527,24101
-iindexpv551,24785
-iindexduration569,25501
-iindexspread575,25735
-pportfoliospread587,26211
-pportfolioduration613,27371
-ttweakcurves618,27596
-ssurvivalProbability1629,28004
-ssurvivalProbability.exact652,28922
-SSP674,29624
-SSPmatrix681,29857
-DDP2697,30421
-SSPmatrix2714,31181
-ccreditcurve.maturity729,31779
+iindexpv547,24819
+iindexduration572,25969
+iindexspread578,26198
+iindextheta590,26644
+pportfoliospread599,26959
+pportfolioduration625,28119
+ttweakcurves630,28344
+ssurvivalProbability1649,29089
+ssurvivalProbability.exact672,30007
+SSP694,30709
+SSPmatrix701,30942
+DDP2717,31506
+SSPmatrix2734,32266
+ccreditcurve.maturity749,32864
 
 ./cds_utils.R,179
 ttoday3,22
@@ -186,9 +204,9 @@ cconvertTenor11,238
 aaddTenor31,916
 ccouponSchedule49,1574
 IIMMDate111,4219
-ccdsAccrued134,5203
-ccdsMaturity139,5375
-yyearFrac145,5506
+ccdsAccrued137,5185
+ccdsMaturity142,5357
+yyearFrac148,5488
 
 ./clopricer.R,272
 rrootdir1,0
@@ -342,9 +360,9 @@ ggetconfig69,2244
 ggetdealcf79,2579
 ggetcusipcf167,6883
 ccompute.delta227,10088
-ccfdata257,11270
-ccusipdata261,11475
-ssave.dir262,11532
+ccfdata255,11237
+ccusipdata259,11442
+ssave.dir260,11499
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -443,16 +461,16 @@ BBClossdistC649,23003
 BBCtranche.pv660,23579
 BBCtranche.delta687,24563
 EEL750,27561
-EELtrunc759,28002
-BBCstrikes774,28839
-sskewmapping785,29281
-ddelta.factor796,29637
-MMFupdate.prob804,29972
-MMFupdate.probC816,30376
-MMFlossrecovdist.prepay829,30884
-MMFlossdist.joint856,32041
-MMFlossdist.prepay.joint888,33395
-MMFtranche.pv916,34527
+EELtrunc763,28115
+BBCstrikes778,28952
+sskewmapping789,29394
+ddelta.factor800,29750
+MMFupdate.prob808,30085
+MMFupdate.probC820,30489
+MMFlossrecovdist.prepay833,30997
+MMFlossdist.joint860,32154
+MMFlossdist.prepay.joint892,33508
+MMFtranche.pv920,34640
 
 ./LS.R,139
 rr1,0
@@ -563,31 +581,31 @@ QQresult47,1342
 
 ./script_calibrate_tranches.R,391
 aargs6,74
-hhy2120,588
-hhy2132,809
-hhy2133,854
-nn.credit36,917
-NNgrid37,952
-aacc38,978
-bbottomup40,1062
-ttopdown41,1078
-nn.int42,1093
-nn.credit43,1106
-eerrvec44,1141
-qquadrature45,1155
-ww46,1183
-ZZ47,1201
-ww.mod48,1219
-pp49,1230
-rrho50,1252
-rresult51,1279
-eerr52,1309
-RRstoch90,2642
-LLw97,2888
-RRw98,2918
-LL99,2948
-RR100,2994
-ddist109,3292
+hhy2128,707
+hhy2132,825
+hhy2133,870
+nn.credit36,933
+NNgrid37,968
+aacc38,994
+bbottomup40,1078
+ttopdown41,1094
+nn.int42,1109
+nn.credit43,1122
+eerrvec44,1157
+qquadrature45,1171
+ww46,1199
+ZZ47,1217
+ww.mod48,1235
+pp49,1246
+rrho50,1268
+rresult51,1295
+eerr52,1325
+RRstoch90,2658
+LLw97,2904
+RRw98,2934
+LL99,2964
+RR100,3010
+ddist109,3308
 
 ./time_of_default.R,364
 sspreads1,0