diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/build_portfolios.R | 2 | ||||
| -rw-r--r-- | R/build_scenarios.R | 3 |
2 files changed, 2 insertions, 3 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 1bf2bc68..9d93ad2f 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -15,7 +15,7 @@ if(code.dir==""){ source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
-source(file.path(code.dir, "code", "R", "serenitasdb.R"))
+source(file.path(code.dir, "code", "R", "serenitasdb.R"), chdir=TRUE)
source(file.path(code.dir, "code", "R", "creditIndex.R"))
if(length(args) >=2){
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index c436ae10..722fb8a4 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -30,9 +30,8 @@ if(length(args) >=2){ }
source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
-source(file.path(code.dir, "code", "R", "etdb.R"))
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
-source(file.path(code.dir, "code", "R", "serenitasdb.R"))
+source(file.path(code.dir, "code", "R", "serenitasdb.R"), chdir=TRUE)
source(file.path(code.dir, "code", "R", "tranche_functions.R"))
calibration.date <- addBusDay(tradedate, -1)
|