1 files changed, 74 insertions, 187 deletions
diff --git a/R/TAGS b/R/TAGS
index 999f3773..0bd0ed45 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -1,12 +1,12 @@
 
-/home/share/CorpCDOs/code/R/backtest_tranches.R,69
+./backtest_tranches.R,69
 aargs1,0
 bbps18,543
 ffiles19,555
 ddates20,648
 bbasis21,688
 
-/home/share/CorpCDOs/code/R/bandits.R,484
+./bandits.R,484
 cconn2,20
 ddata4,42
 sspy9,200
@@ -40,7 +40,7 @@ ffixed.rebal82,2166
 mmemb94,2436
 ttickerslist109,2847
 
-/home/share/CorpCDOs/code/R/build_cds_database.R,459
+./build_cds_database.R,459
 ddrv3,35
 ddbCon4,65
 bbbgConn7,182
@@ -67,7 +67,7 @@ pprep.data62,2260
 ssqlstr65,2423
 tticker_company75,2860
 
-/home/share/CorpCDOs/code/R/build_portfolios.R,150
+./build_portfolios.R,150
 aargs4,38
 hhy2116,450
 ccalibration.date35,959
@@ -76,7 +76,7 @@ ccusipdata40,1112
 ccashspread.discount41,1138
 ccurrdealnames42,1163
 
-/home/share/CorpCDOs/code/R/build_scenarios.R,217
+./build_scenarios.R,217
 hhostname5,56
 aargs12,186
 ccalibration.date45,1201
@@ -90,7 +90,7 @@ nn.scenarios55,1579
 rrecov.adj56,1598
 pparams57,1613
 
-/home/share/CorpCDOs/code/R/calibrate_tranches_BC.R,102
+./calibrate_tranches_BC.R,102
 nn.int15,491
 NNgrid17,526
 aalldates19,540
@@ -98,13 +98,13 @@ rrhomat20,614
 ddeltasmat21,628
 bbus.dates22,645
 
-/home/share/CorpCDOs/code/R/calibration.R,97
+./calibration.R,97
 bbuildSC9,248
 gget.cdsSchedule20,678
 sset.singlenamesdata29,1051
-sset.tranchedata44,1834
+sset.tranchedata44,1837
 
-/home/share/CorpCDOs/code/R/cds_functions_generic.R,2134
+./cds_functions_generic.R,1430
 sabstractcurve18,412
 sflatcurve20,464
 sshapedcurve23,652
@@ -113,35 +113,35 @@ sdefaultprepaycurve26,910
 screditcurve27,1005
 sshapedtodpc30,1165
 scouponleg40,1533
-scouponleg,data.frame,flatcurve45,1674
-scouponleg,data.frame,defaultcurve59,2254
-scouponleg,data.frame,defaultprepaycurve79,3206
+scouponleg45,1674
+scouponleg59,2254
+scouponleg79,3206
 kk101,4405
-scouponleg,data.frame,shapedcurve108,4614
+scouponleg108,4614
 sdcouponleg120,5306
-sdcouponleg,data.frame,flatcurve,missing124,5400
-sdcouponleg,data.frame,defaultcurve,numeric137,5955
-sdcouponleg,data.frame,shapedcurve,missing152,6670
+sdcouponleg124,5400
+sdcouponleg137,5955
+sdcouponleg152,6670
 scdsduration185,8293
-scdsduration,abstractcurve,Date190,8438
+scdsduration190,8438
 sdefaultleg199,8912
-sdefaultleg,data.frame,flatcurve,numeric204,9066
-sdefaultleg,data.frame,defaultcurve,numeric216,9631
-sdefaultleg,data.frame,defaultprepaycurve,numeric228,10258
-sdefaultleg,data.frame,shapedcurve,numeric244,11141
+sdefaultleg204,9066
+sdefaultleg216,9631
+sdefaultleg228,10258
+sdefaultleg244,11141
 sddefaultleg251,11474
-sddefaultleg,data.frame,flatcurve,numeric,missing255,11580
-sddefaultleg,data.frame,defaultcurve,numeric,numeric268,12222
-sddefaultleg,data.frame,shapedcurve,numeric,missing281,12906
+sddefaultleg255,11580
+sddefaultleg268,12222
+sddefaultleg281,12906
 scontingentleg305,14152
-scontingentleg,data.frame,flatcurve,numeric310,14315
-scontingentleg,data.frame,defaultcurve,numeric323,14950
-scontingentleg,data.frame,defaultprepaycurve,numeric335,15595
-scontingentleg,data.frame,shapedcurve,numeric352,16582
+scontingentleg310,14315
+scontingentleg323,14950
+scontingentleg335,15595
+scontingentleg352,16582
 sdcontingentleg359,16912
-sdcontingentleg,data.frame,defaultcurve,numeric,numeric363,17024
-sdcontingentleg,data.frame,defaultcurve,numeric,missing377,17782
-sdcontingentleg,data.frame,shapedcurve,numeric,missing391,18508
+sdcontingentleg363,17024
+sdcontingentleg377,17782
+sdcontingentleg391,18508
 ccdspv409,19536
 ccdsspread414,19703
 ddcdspv421,19985
@@ -166,7 +166,7 @@ DDP2692,30331
 SSPmatrix2709,31091
 ccreditcurve.maturity724,31689
 
-/home/share/CorpCDOs/code/R/cds_utils.R,201
+./cds_utils.R,201
 ttoday3,22
 aaddBusDay7,62
 cconvertTenor11,238
@@ -178,7 +178,7 @@ ccdsMaturity139,5375
 yyearFrac143,5473
 lload.index149,5705
 
-/home/share/CorpCDOs/code/R/clopricer.R,272
+./clopricer.R,272
 rrootdir1,0
 sstripext5,75
 ttoday9,147
@@ -195,21 +195,21 @@ ppricesBBB74,2436
 ppricesBB79,2576
 ppricesNA84,2712
 
-/home/share/CorpCDOs/code/R/deal_pricer.R,92
+./deal_pricer.R,92
 ddrv2,21
 ddbCon3,51
 ddealnames4,128
 ppricingcoverage5,196
 ppricingcoverage19,1058
 
-/home/share/CorpCDOs/code/R/ema.R,10
+./ema.R,10
  ema1,0
 
-/home/share/CorpCDOs/code/R/etdb.R,24
+./etdb.R,24
 ddrv2,21
 ddbCon3,51
 
-/home/share/CorpCDOs/code/R/filterruns.R,103
+./filterruns.R,103
 llcds1,0
 bblcds2,12
 uupfront4,71
@@ -218,14 +218,14 @@ qquotes14,513
 rrunning15,535
 qquotes16,579
 
-/home/share/CorpCDOs/code/R/hf.R,83
+./hf.R,83
 cconn2,14
 hhyg.ticker3,59
 hhy21.ticker4,89
 hhy21data6,121
 hhygdata38,273
 
-/home/share/CorpCDOs/code/R/interpweights_2.R,160
+./interpweights_2.R,160
 iinterpweights1,0
 aadjust_scenario10,278
 aadjust_weights14,362
@@ -234,7 +234,7 @@ ooptimize23,643
 iinterpweightsadjust38,978
 ttransformweightslike44,1211
 
-/home/share/CorpCDOs/code/R/interpweights.R,284
+./interpweights.R,284
 iinterpweights1,0
 iinterpvalues10,281
 iinterpvalues.distr47,1179
@@ -249,7 +249,7 @@ cclipr107,2749
 ssclipr111,2798
 iinverse115,2865
 
-/home/share/CorpCDOs/code/R/intex_deal_functions.R,658
+./intex_deal_functions.R,658
 hhostname8,127
 ggetdealdata24,503
 ggetcollateral38,1302
@@ -275,7 +275,7 @@ ggetdealschedule353,14835
 iintexportfolio.forwardprice374,15690
 ccompute.reinvprices404,17307
 
-/home/share/CorpCDOs/code/R/latestprices.R,453
+./latestprices.R,453
 cconn2,15
 ddeltas.hist3,47
 ddeltas.live4,165
@@ -301,7 +301,7 @@ wwalduration40,2176
 ddeltas41,2242
 ddata42,2304
 
-/home/share/CorpCDOs/code/R/loadcashflows.R,186
+./loadcashflows.R,186
 ccusips1,0
 ccfdir2,145
 ttest3,183
@@ -314,12 +314,12 @@ aaddcurves21,819
 mmultcurves29,1100
 sspreadfrombondprice37,1382
 
-/home/share/CorpCDOs/code/R/load_cds_data.R,71
+./load_cds_data.R,71
 ddownload.cdscurves4,33
 wwrite.tranchedata21,721
 bbbgConn35,1291
 
-/home/share/CorpCDOs/code/R/load_cf.R,252
+./load_cf.R,252
 aargs7,122
 ccalibration.date29,747
 ddm32,820
@@ -333,7 +333,7 @@ ccfdata256,11208
 ccusipdata260,11413
 ssave.dir261,11470
 
-/home/share/CorpCDOs/code/R/load_futures_data.R,180
+./load_futures_data.R,180
 bbbgCon11,202
 ffields.corp13,251
 ccorpcusips18,501
@@ -345,7 +345,7 @@ ddataCorp24,782
 ddataCorp26,891
 ffh27,951
 
-/home/share/CorpCDOs/code/R/load_loanprices_data.R,183
+./load_loanprices_data.R,183
 ffields.corp13,339
 ccorpcusips17,588
 ccorpcusips18,673
@@ -357,7 +357,7 @@ ddataCorp25,978
 ffh27,1062
 sstrdate31,1244
 
-/home/share/CorpCDOs/code/R/loan_universe.R,401
+./loan_universe.R,401
 MMarkitData10,201
 LL1m11,233
 LL2m12,277
@@ -382,7 +382,7 @@ lloan.data268,2110
 mmaturities69,2170
 ttest270,2222
 
-/home/share/CorpCDOs/code/R/lossdistrib/R/tranche_functions.R,1495
+lossdistrib/R/tranche_functions.R,1495
 GGHquad13,733
 llossdistrib22,903
 llossdistrib.fft34,1170
@@ -429,19 +429,19 @@ BBClossdist622,22094
 BBClossdistC649,23003
 BBCtranche.pv660,23579
 BBCtranche.delta682,24465
-EEL716,26186
-EELtrunc725,26627
-BBCstrikes740,27464
-sskewmapping751,27906
-ddelta.factor762,28262
-MMFupdate.prob770,28597
-MMFupdate.probC782,29001
-MMFlossrecovdist.prepay795,29509
-MMFlossdist.joint822,30666
-MMFlossdist.prepay.joint854,32020
-MMFtranche.pv882,33152
+EEL715,26155
+EELtrunc724,26596
+BBCstrikes739,27433
+sskewmapping750,27875
+ddelta.factor761,28231
+MMFupdate.prob769,28566
+MMFupdate.probC781,28970
+MMFlossrecovdist.prepay794,29478
+MMFlossdist.joint821,30635
+MMFlossdist.prepay.joint853,31989
+MMFtranche.pv881,33121
 
-/home/share/CorpCDOs/code/R/LS.R,139
+./LS.R,139
 rr1,0
 TT2,12
 ssigma3,33
@@ -454,7 +454,7 @@ pplus10,137
 eeuropean14,176
 aamerican15,200
 
-/home/share/CorpCDOs/code/R/mapping_fast.R,288
+./mapping_fast.R,288
 ddrv5,87
 ddbCon6,117
 mmarkitdata7,216
@@ -473,7 +473,7 @@ llevdist34,1737
 rratio35,1796
 iindex36,1877
 
-/home/share/CorpCDOs/code/R/mlpdb.R,110
+./mlpdb.R,110
 ddrv2,21
 ddbCon3,51
 nnameToBasketID6,168
@@ -481,7 +481,7 @@ ccdslist14,449
 aarr.convert20,653
 gget.indexquotes24,790
 
-/home/share/CorpCDOs/code/R/optimization.R,294
+./optimization.R,294
 "blkdiag4,48
 llinfit16,379
 llinfit138,1103
@@ -499,7 +499,7 @@ iinvchol421,11770
 ssolveswm429,11917
 nnorm438,12136
 
-/home/share/CorpCDOs/code/R/parse_intex.R,138
+./parse_intex.R,138
 rroot1,0
 ddealnames4,132
 ccusips5,167
@@ -509,7 +509,7 @@ nn.scenarios9,377
 ooffset10,396
 rr11,408
 
-/home/share/CorpCDOs/code/R/plot_deltas.R,132
+./plot_deltas.R,132
 iindexpv1,0
 KK5,136
 ttranchespv6,167
@@ -520,7 +520,7 @@ ccol120,536
 ccol221,570
 ccol322,604
 
-/home/share/CorpCDOs/code/R/plot_distributions.R,116
+./plot_distributions.R,116
 llossdist4,147
 llossdist.orig11,381
 RRstoch15,677
@@ -529,7 +529,7 @@ ddist29,1160
 ddist30,1197
 ddistw31,1245
 
-/home/share/CorpCDOs/code/R/reinvestingdistribution.R,190
+./reinvestingdistribution.R,190
 pp3,31
 SS4,47
 llu5,66
@@ -545,7 +545,7 @@ rrho32,934
 QQvec33,946
 QQresult47,1342
 
-/home/share/CorpCDOs/code/R/script_calibrate_tranches.R,347
+./script_calibrate_tranches.R,347
 aargs6,74
 nn.credit35,841
 NNgrid36,876
@@ -570,7 +570,7 @@ LL98,2872
 RR99,2918
 ddist108,3216
 
-/home/share/CorpCDOs/code/R/time_of_default.R,364
+./time_of_default.R,364
 sspreads1,0
 zz12,32
 rrho4,48
@@ -600,7 +600,7 @@ pprotectionsize86,1551
 ccl90,1614
 ppl96,1766
 
-/home/share/CorpCDOs/code/R/tranche_mapping.R,267
+./tranche_mapping.R,267
 nn.int14,454
 bbps15,467
 ttradedate18,502
@@ -617,7 +617,7 @@ KK102,4039
 rrhofun103,4070
 KKmapped105,4114
 
-/home/share/CorpCDOs/code/R/transactions.R,98
+./transactions.R,98
 ttransdir1,0
 ttranssave2,31
 ddealnames3,76
@@ -625,127 +625,14 @@ sstripext4,93
 ppurchased17,458
 ssold22,633
 
-/home/share/CorpCDOs/code/R/xmltotab.R,39
+./xmltotab.R,39
 iinput3,70
 ttop4,132
 ttable5,154
 
-/home/share/CorpCDOs/code/R/yieldcurve.R,108
+./yieldcurve.R,108
 ggetMarkitIRData2,19
 tthirdwed36,1531
 nnextthirdwed42,1656
 bbuildMarkitYC47,1741
 eexportYC93,4098
-
-/home/share/CorpCDOs/code/R/lossdistrib/src/lossdistrib.c,713
-#define MIN(7,103
-void GHquad(18,693
-void lossdistrib(46,1389
-void lossdistrib_blas(94,2613
-void lossdistrib_Z(143,3955
-void lossdistrib_truncated(159,4492
-void lossdistrib_joint(205,5728
-void lossdistrib_joint_blas(274,7705
-void recovdist(348,9923
-void lossdistrib_prepay_joint(402,11372
-void lossdistrib_prepay_joint_blas(489,13998
-double shockprob(579,17022
-double dqnorm(587,17265
-double dshockprob(591,17346
-void shockprobvec2(595,17508
-double shockseverity(606,17851
-double quantile(614,18039
-void fitprob(627,18250
-void stochasticrecov(655,19036
-void lossdistrib_prepay_joint_Z(674,19641
-void lossdistrib_joint_Z(704,20693
-void BCloss_recov_dist(731,21526
-void BCloss_dist(793,23830
-
-/home/share/CorpCDOs/code/R/lossdistrib/src/lossdistrib.h,0
-
-lossdistrib/R/tranche_functions.R,1495
-GGHquad13,733
-llossdistrib22,903
-llossdistrib.fft34,1170
-llossdistrib245,1554
-llossdistrib2.truncated74,2344
-rrecovdist109,3524
-llossdist.joint142,4594
-llossdist.prepay.joint181,6111
-llossdistC242,8707
-llossdistCblas248,8973
-llossdistCZ254,9248
-llossdistC.truncated261,9552
-rrecovdistC267,9814
-llossdistC.joint273,10029
-llossdistC.jointblas279,10318
-llossdistC.jointZ286,10617
-llossdistC.prepay.joint299,11174
-llossdistC.prepay.jointZ306,11500
-llossrecovdist320,12105
-llossrecovdist.term341,12886
-llossrecovdist.joint.term361,13607
-ddist.transform389,14611
-sshockprob411,15310
-sshockseverity430,16015
-ddshockprob439,16339
-ddqnorm443,16443
-ffit.prob447,16491
-ffit.probC472,17174
-sstochasticrecov478,17363
-sstochasticrecovC489,17813
-ppos496,18110
-ttrancheloss500,18148
-ttrancherecov504,18217
-ttranche.cl508,18294
-ttranche.cl.scenarios528,19091
-ffunded.tranche.pv546,19794
-ttranche.pl565,20472
-ttranche.pl.scenarios582,20962
-ttranche.pv598,21397
-ttranche.pv.scenarios602,21541
-aadjust.attachments608,21710
-ttranche.pvvec614,21900
-BBClossdist622,22094
-BBClossdistC649,23003
-BBCtranche.pv660,23579
-BBCtranche.delta682,24465
-EEL716,26186
-EELtrunc725,26627
-BBCstrikes740,27464
-sskewmapping751,27906
-ddelta.factor762,28262
-MMFupdate.prob770,28597
-MMFupdate.probC782,29001
-MMFlossrecovdist.prepay795,29509
-MMFlossdist.joint822,30666
-MMFlossdist.prepay.joint854,32020
-MMFtranche.pv882,33152
-
-lossdistrib/src/lossdistrib.c,713
-#define MIN(7,103
-void GHquad(18,693
-void lossdistrib(46,1389
-void lossdistrib_blas(94,2613
-void lossdistrib_Z(143,3955
-void lossdistrib_truncated(159,4492
-void lossdistrib_joint(205,5728
-void lossdistrib_joint_blas(274,7705
-void recovdist(348,9923
-void lossdistrib_prepay_joint(402,11372
-void lossdistrib_prepay_joint_blas(489,13998
-double shockprob(579,17022
-double dqnorm(587,17265
-double dshockprob(591,17346
-void shockprobvec2(595,17508
-double shockseverity(606,17851
-double quantile(614,18039
-void fitprob(627,18250
-void stochasticrecov(655,19036
-void lossdistrib_prepay_joint_Z(674,19641
-void lossdistrib_joint_Z(704,20693
-void BCloss_recov_dist(731,21526
-void BCloss_dist(793,23830
-
-lossdistrib/src/lossdistrib.h,0