1 files changed, 151 insertions, 144 deletions
diff --git a/R/TAGS b/R/TAGS
index 1254005e..cda4274a 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -33,47 +33,43 @@ ffixed.rebal82,2166
 mmemb94,2436
 ttickerslist109,2847
 
-./build_portfolios.R,251
+./build_portfolios.R,250
 aargs4,38
-ccalibration.date35,987
-MMarkitData36,1028
-ffuturequotes37,1076
-LL1m41,1339
-LL2m42,1401
-LL3m43,1462
-LL6m44,1514
-LL12m45,1575
-gglobal.params47,1636
-ccusipdata49,1717
-ccashspread.discount50,1743
-ccurrdealnames51,1768
+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
 
-./build_scenarios.R,439
+./build_scenarios.R,332
 hhostname3,34
 aargs10,164
-gget.reinvassets41,1063
-ccalibration.date54,1482
-ccalibration55,1523
-ZZ57,1702
-ww58,1721
-NNgrid60,1741
-MMarkitData61,1754
-ffuturequotes62,1802
-LL1m66,2065
-LL2m67,2127
-LL3m68,2188
-LL6m69,2240
-LL12m70,2301
-ssupport72,2362
-rrecoverylag73,2399
-rreinvspread76,2501
-rreinvfixed77,2521
-bbasecase.rollingmaturity78,2540
-rreinvlag79,2580
-nn.scenarios80,2603
-rrecov.adj81,2622
+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
 
-./cds_functions_generic.R,2231
+./cds_functions_generic.R,2196
 sabstractcurve18,412
 sflatcurve20,464
 sshapedcurve23,652
@@ -122,32 +118,31 @@ ccdshazardrate462,20989
 bbondhazardrate.shaped493,22190
 ttweakportfolio522,23262
 iindexpv541,23861
-iindexduration552,24407
-iindexspread558,24641
-pportfoliospread570,25117
-pportfolioduration596,26277
-ttweakcurves601,26502
-ssurvivalProbability1612,26867
-ssurvivalProbability.exact635,27785
-SSP657,28487
-SSPmatrix664,28699
-DDP2681,29347
-ggetdealschedule698,30107
-SSPmatrix2723,31123
-fforwardportfolioprice737,31681
-fforwardportfolioprice2772,33232
-ccreditcurve.maturity802,34844
+iindexduration552,24428
+iindexspread558,24662
+pportfoliospread570,25138
+pportfolioduration596,26298
+ttweakcurves601,26523
+ssurvivalProbability1612,26919
+ssurvivalProbability.exact635,27837
+SSP657,28539
+SSPmatrix664,28751
+DDP2681,29399
+ggetdealschedule723,31301
+SSPmatrix2744,32158
+fforwardportfolioprice759,32756
+ccreditcurve.maturity794,34307
 
-./cds_utils.R,187
+./cds_utils.R,186
 ttoday3,22
-pprevBusDay7,62
-cconvertTenor11,200
-aaddTenor31,878
-ccreditSchedule50,1610
-ccouponSchedule74,2473
-nnextIMMDate133,4918
-ccdsMaturity142,5252
-yyearFrac163,5927
+aaddBusDay7,62
+cconvertTenor11,259
+aaddTenor31,937
+ccreditSchedule50,1669
+ccouponSchedule74,2532
+nnextIMMDate133,4977
+ccdsMaturity142,5311
+yyearFrac163,5986
 
 ./clopricer.R,272
 rrootdir1,0
@@ -232,29 +227,30 @@ cclipr107,2749
 ssclipr111,2798
 iinverse115,2865
 
-./intex_deal_functions.R,585
+./intex_deal_functions.R,630
 hhostname7,106
 ggetdealdata25,603
-ggetcollateral42,1449
-llistdealnames52,1782
-ccusip.data57,1936
-rrecovery69,2386
-ddealnamefromcusip89,3172
-ccusipsfromdealnames97,3433
-ffithazardrate.fast104,3701
-vvanillabondprice116,4233
-ddvanillabondprice131,4905
-ffithazardrate139,5257
-sstackcurve151,5720
-bbuildSC.matured177,6958
-bbuildSC189,7429
-bbuildSC.portfolio254,10670
-ccdrfromscenarios282,12218
-rrecoveryfromscenarios292,12593
-rrecoveryfromscenarios.fast317,13566
-sseverityfromscenarios323,13768
-lload.portfolio341,14460
-ddealupdatedates346,14651
+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
 
 ./latestprices.R,453
 cconn2,15
@@ -292,7 +288,7 @@ ddataCorp21,656
 ccorpcusips22,703
 ddataCorp24,782
 ddataCorp26,891
-ffh27,951
+ffh27,974
 
 ./loadcashflows.R,186
 ccusips1,0
@@ -307,27 +303,38 @@ aaddcurves21,819
 mmultcurves29,1100
 sspreadfrombondprice37,1382
 
-./load_cf.R,398
-aargs6,75
-ccalibration.date28,743
-MMarkitData29,784
-ffuturequotes30,832
-LL1m34,1095
-LL2m35,1157
-LL3m36,1218
-LL6m37,1270
-LL12m38,1331
-ddm40,1392
-ssanitize.column41,1400
-pprocesszipfiles63,2274
-ggetdealcf2101,3934
-ggetdealcf167,7401
-ggetcusipcf251,11570
-ccompute.delta307,14772
-ccfdata331,15810
-aavailablecusips332,15851
-ccusipdata335,16061
-ssave.dir336,16126
+./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
+
+./load_futures_data.R,180
+bbbgCon11,202
+ffields.corp13,251
+ccorpcusips18,501
+ccorpcusips19,586
+ssecCorp20,619
+ddataCorp21,656
+ccorpcusips22,703
+ddataCorp24,782
+ddataCorp26,891
+ffh27,951
 
 ./loan_universe.R,401
 MMarkitData10,201
@@ -439,47 +446,47 @@ QQresult47,1342
 
 ./script_calibrate_tranches.R,740
 aargs4,52
-ffuturequotes26,700
-MMarkitData29,879
-LL1m30,919
-LL2m31,981
-LL3m32,1042
-LL6m33,1094
-ssinglenames.data39,1314
-nnondefaulted41,1478
-bbps42,1558
-ccdsdates44,1571
-hhy21portfolio49,1703
-iissuerweights61,2218
-KK64,2309
-KKmodified65,2340
-mmarkit.data66,2399
-ttranche.upf69,2551
-ttranche.running70,2582
-hhy21portfolio.tweaked73,2695
-SSurvProb74,2753
-NNgrid76,2804
-rrecov77,2840
-ccs78,2897
-bbottomup81,3028
-ttopdown82,3044
-nn.int83,3059
-nn.credit84,3072
-eerrvec85,3106
-qquadrature86,3120
-ww87,3167
-ZZ88,3191
-ww.mod89,3213
-ddefaultprob90,3224
-pp91,3252
-rrho92,3269
-rresult94,3297
-RRstoch131,4529
-LLw138,4749
-RRw139,4779
-LL140,4809
-RR141,4850
-ddist150,5128
+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
 
 ./test.cds_functions.R,341
 rroot2,17