1 files changed, 119 insertions, 127 deletions
diff --git a/R/TAGS b/R/TAGS
index cda4274a..cd5a079d 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -33,43 +33,44 @@ ffixed.rebal82,2166
 mmemb94,2436
 ttickerslist109,2847
 
-./build_portfolios.R,250
+./build_portfolios.R,263
 aargs4,38
-ccalibration.date34,939
-MMarkitData35,983
-ffuturequotes36,1031
-LL1m40,1294
-LL2m41,1356
-LL3m42,1417
-LL6m43,1469
-LL12m44,1530
-gglobal.params46,1591
-ccusipdata48,1672
-ccashspread.discount49,1698
-ccurrdealnames50,1723
+hhy2115,393
+ccalibration.date34,902
+MMarkitData35,946
+ffuturequotes36,994
+LL1m40,1257
+LL2m41,1319
+LL3m42,1380
+LL6m43,1432
+LL12m44,1493
+gglobal.params46,1554
+ccusipdata48,1635
+ccashspread.discount49,1661
+ccurrdealnames50,1686
 
 ./build_scenarios.R,332
 hhostname3,34
 aargs10,164
-ccalibration.date42,1167
-ssettledate43,1212
-ccalibration44,1250
-ZZ46,1429
-ww47,1448
-MMarkitData50,1469
-ffuturequotes51,1517
-LL1m55,1780
-LL2m56,1842
-LL3m57,1903
-LL6m58,1955
-LL12m59,2016
-NNgrid61,2077
-ssupport62,2090
-nn.scenarios63,2127
-rrecov.adj64,2146
-pparams65,2161
+ccalibration.date42,1122
+ssettledate43,1167
+ccalibration44,1205
+ZZ46,1384
+ww47,1403
+MMarkitData50,1424
+ffuturequotes51,1472
+LL1m55,1735
+LL2m56,1797
+LL3m57,1858
+LL6m58,1910
+LL12m59,1971
+NNgrid61,2032
+ssupport62,2045
+nn.scenarios63,2082
+rrecov.adj64,2101
+pparams65,2116
 
-./cds_functions_generic.R,2196
+./cds_functions_generic.R,2134
 sabstractcurve18,412
 sflatcurve20,464
 sshapedcurve23,652
@@ -128,12 +129,10 @@ ssurvivalProbability.exact635,27837
 SSP657,28539
 SSPmatrix664,28751
 DDP2681,29399
-ggetdealschedule723,31301
-SSPmatrix2744,32158
-fforwardportfolioprice759,32756
-ccreditcurve.maturity794,34307
+SSPmatrix2698,30159
+ccreditcurve.maturity713,30757
 
-./cds_utils.R,186
+./cds_utils.R,208
 ttoday3,22
 aaddBusDay7,62
 cconvertTenor11,259
@@ -143,6 +142,7 @@ ccouponSchedule74,2532
 nnextIMMDate133,4977
 ccdsMaturity142,5311
 yyearFrac163,5986
+lload.index169,6218
 
 ./clopricer.R,272
 rrootdir1,0
@@ -194,15 +194,6 @@ hhy21.ticker4,89
 hhy21data6,121
 hhygdata38,273
 
-./index_definitions.R,94
-hhy211,0
-hhy207,143
-hhy1913,286
-hhy1819,429
-hhy1725,583
-hhy1532,799
-hhy1038,952
-
 ./interpweights_2.R,160
 iinterpweights1,0
 aadjust_scenario10,278
@@ -227,30 +218,31 @@ cclipr107,2749
 ssclipr111,2798
 iinverse115,2865
 
-./intex_deal_functions.R,630
+./intex_deal_functions.R,658
 hhostname7,106
 ggetdealdata25,603
-ggetcollateral39,1388
-llistdealnames49,1721
-ccusip.data54,1875
-rrecovery66,2325
-ddealnamefromcusip86,3111
-ccusipsfromdealnames94,3372
-ffithazardrate.fast101,3640
-vvanillabondprice113,4172
-ddvanillabondprice128,4844
-ffithazardrate136,5196
-sstackcurve148,5659
-bbuildSC.matured174,6897
-bbuildSC186,7368
-bbuildSC.portfolio251,10609
-ccdrfromscenarios279,12157
-rrecoveryfromscenarios289,12545
-rrecoveryfromscenarios.fast314,13518
-sseverityfromscenarios320,13720
-gget.reinvassets338,14412
-iintexportfolio.forwardprice351,14833
-ccompute.reinvprices381,16450
+ggetcollateral39,1402
+llistdealnames49,1735
+ccusip.data54,1889
+rrecovery66,2339
+ddealnamefromcusip86,3125
+ccusipsfromdealnames94,3386
+ffithazardrate.fast101,3654
+vvanillabondprice113,4186
+ddvanillabondprice128,4858
+ffithazardrate136,5210
+sstackcurve148,5673
+bbuildSC.matured174,6911
+bbuildSC186,7382
+bbuildSC.portfolio251,10623
+ccdrfromscenarios279,12171
+rrecoveryfromscenarios289,12559
+rrecoveryfromscenarios.fast314,13532
+sseverityfromscenarios320,13734
+gget.reinvassets338,14426
+ggetdealschedule351,14847
+iintexportfolio.forwardprice372,15702
+ccompute.reinvprices402,17319
 
 ./latestprices.R,453
 cconn2,15
@@ -305,24 +297,24 @@ sspreadfrombondprice37,1382
 
 ./load_cf.R,366
 aargs7,122
-ccalibration.date29,792
-MMarkitData30,837
-ffuturequotes31,885
-LL1m35,1148
-LL2m36,1210
-LL3m37,1271
-LL6m38,1323
-LL12m39,1384
-ddm41,1445
-ssanitize.column42,1453
-pprocesszipfiles49,1670
-ggetconfig77,2808
-ggetdealcf87,3143
-ggetcusipcf160,6501
-ccompute.delta220,9695
-ccfdata250,10880
-ccusipdata254,11085
-ssave.dir255,11142
+ccalibration.date29,747
+MMarkitData30,792
+ffuturequotes31,840
+LL1m35,1103
+LL2m36,1165
+LL3m37,1226
+LL6m38,1278
+LL12m39,1339
+ddm41,1400
+ssanitize.column42,1408
+pprocesszipfiles49,1625
+ggetconfig77,2763
+ggetdealcf87,3098
+ggetcusipcf164,6722
+ccompute.delta224,9927
+ccfdata254,11112
+ccusipdata258,11317
+ssave.dir259,11374
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -445,48 +437,48 @@ QQvec33,946
 QQresult47,1342
 
 ./script_calibrate_tranches.R,740
-aargs4,52
-ffuturequotes26,703
-MMarkitData29,883
-LL1m30,924
-LL2m31,986
-LL3m32,1047
-LL6m33,1099
-ssinglenames.data39,1319
-nnondefaulted41,1484
-bbps42,1564
-ccdsdates44,1577
-hhy21portfolio49,1712
-iissuerweights61,2229
-KK64,2320
-KKmodified65,2351
-mmarkit.data66,2410
-ttranche.upf69,2563
-ttranche.running70,2594
-hhy21portfolio.tweaked73,2707
-SSurvProb74,2776
-NNgrid76,2827
-rrecov77,2863
-ccs78,2920
-bbottomup81,3052
-ttopdown82,3068
-nn.int83,3083
-nn.credit84,3096
-eerrvec85,3130
-qquadrature86,3144
-ww87,3191
-ZZ88,3215
-ww.mod89,3237
-ddefaultprob90,3248
-pp91,3276
-rrho92,3293
-rresult94,3321
-RRstoch131,4553
-LLw138,4773
-RRw139,4803
-LL140,4833
-RR141,4874
-ddist150,5152
+aargs5,66
+ffuturequotes27,672
+MMarkitData30,852
+LL1m31,893
+LL2m32,955
+LL3m33,1016
+LL6m34,1068
+ssinglenames.data40,1288
+nnondefaulted42,1453
+bbps43,1533
+ccdsdates45,1546
+hhy21portfolio50,1681
+iissuerweights62,2198
+KK65,2289
+KKmodified66,2320
+mmarkit.data67,2379
+ttranche.upf70,2532
+ttranche.running71,2563
+hhy21portfolio.tweaked74,2676
+SSurvProb75,2745
+NNgrid77,2796
+rrecov78,2832
+ccs79,2889
+bbottomup86,3282
+ttopdown87,3298
+nn.int88,3313
+nn.credit89,3326
+eerrvec90,3360
+qquadrature91,3374
+ww92,3421
+ZZ93,3445
+ww.mod94,3467
+ddefaultprob95,3478
+pp96,3506
+rrho97,3523
+rresult99,3551
+RRstoch136,4783
+LLw143,5003
+RRw144,5033
+LL145,5063
+RR146,5104
+ddist155,5382
 
 ./test.cds_functions.R,341
 rroot2,17