1 files changed, 151 insertions, 153 deletions
diff --git a/R/TAGS b/R/TAGS
index d4cfaf7a..80639c4c 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -1,16 +1,4 @@
 
-./backtest.R,200
-hhostname11,181
-gget.indexquotes22,495
-gget.indexmaturity34,1136
-ffastduration43,1487
-ffasttheta61,1978
-cconvertNA84,2736
-iindex93,2846
-ttenors94,2860
-rrecov95,2893
-ssqlstr96,2906
-
 ./backtest_tranches.R,69
 aargs1,0
 bbps18,543
@@ -79,16 +67,16 @@ pprep.data62,2278
 ssqlstr65,2441
 tticker_company75,2878
 
-./build_portfolios.R,184
+./build_portfolios.R,187
 aargs4,38
-ccode.dir5,77
-ccalibration.date36,972
-iindex38,1043
-iindex39,1072
-gglobal.params40,1121
-ccusipdata42,1204
-ccashspread.discount43,1230
-ccurrdealnames44,1255
+ccode.dir11,201
+ccalibration.date39,1017
+iindex41,1088
+iindex42,1117
+gglobal.params43,1166
+ccusipdata45,1249
+ccashspread.discount46,1275
+ccurrdealnames47,1300
 
 ./build_scenarios.R,235
 hhostname4,35
@@ -111,19 +99,18 @@ iindex.name25,678
 aalldates26,699
 bbus.dates27,773
 
-./calibrate_tranches_BC.R,50
+./calibrate_tranches_BC.R,35
 ooption_list12,321
 aargs22,914
-ccmd126,5206
 
 ./calibrate_tranches_MF.R,109
 aargs5,54
-ccode.dir17,365
-iindex36,1021
-iindex37,1057
-iindex38,1099
-iindex40,1167
-ddist43,1294
+ccode.dir17,367
+iindex36,1023
+iindex37,1059
+iindex38,1101
+iindex40,1169
+ddist43,1296
 
 ./calibration.R,141
 bbuildSC3,35
@@ -240,7 +227,7 @@ ppricesBBB74,2436
 ppricesBB79,2576
 ppricesNA84,2712
 
-./creditIndex.R,194
+./creditIndex.R,211
 nn.int8,145
 ggh9,158
 NNgrid10,178
@@ -251,6 +238,7 @@ pprint.creditIndex34,895
 lload.index59,1886
 ccsvheaders72,2292
 ttocsv92,3168
+ttosql105,3796
 
 ./deal_pricer.R,92
 ddrv2,21
@@ -262,9 +250,8 @@ ppricingcoverage19,1058
 ./ema.R,10
  ema1,0
 
-./etdb.R,24
-ddrv2,21
-ddbCon3,51
+./etdb.R,13
+ddbCon2,13
 
 ./filterruns.R,103
 llcds1,0
@@ -306,32 +293,32 @@ cclipr107,2749
 ssclipr111,2798
 iinverse115,2865
 
-./intex_deal_functions.R,678
+./intex_deal_functions.R,679
 hhostname7,98
 ggetdealdata17,280
-ggetcollateral31,1063
-llistdealnames41,1396
-ccusip.data46,1550
-rrecovery58,2000
-ddealnamefromcusip78,2786
-ccusipsfromdealnames86,3047
-ffithazardrate.fast93,3311
-vvanillabondprice105,3843
-ddvanillabondprice120,4515
-ffithazardrate128,4867
-sstackcurve140,5330
-bbuildSC.matured166,6568
-bbuildSC178,7039
-bbuildSC.portfolio246,10368
-ccdrfromscenarios274,11950
-rrecoveryfromscenarios284,12338
-rrecoveryfromscenarios.fast309,13311
-sseverityfromscenarios315,13513
-gget.reinvassets333,14205
-ggetpayday346,14626
-ggetdealschedule365,15333
-iintexportfolio.forwardprice384,16006
-ccompute.reinvprices414,17623
+ggetcollateral39,1290
+llistdealnames49,1623
+ccusip.data54,1777
+rrecovery66,2227
+ddealnamefromcusip86,3013
+ccusipsfromdealnames94,3274
+ffithazardrate.fast101,3538
+vvanillabondprice113,4070
+ddvanillabondprice128,4742
+ffithazardrate136,5094
+sstackcurve148,5557
+bbuildSC.matured174,6795
+bbuildSC186,7266
+bbuildSC.portfolio254,10595
+ccdrfromscenarios284,12295
+rrecoveryfromscenarios294,12683
+rrecoveryfromscenarios.fast319,13656
+sseverityfromscenarios325,13858
+gget.reinvassets343,14550
+ggetpayday356,14971
+ggetdealschedule375,15678
+iintexportfolio.forwardprice394,16351
+ccompute.reinvprices424,17968
 
 ./latestprices.R,453
 cconn2,15
@@ -372,37 +359,28 @@ aaddcurves21,819
 mmultcurves29,1100
 sspreadfrombondprice37,1382
 
-./load_cds_data.R,220
+./load_cds_data.R,71
 ddownload.cdscurves4,39
 wwrite.tranchedata21,749
 bbbgConn35,1319
-hhy2239,1440
-hhy2140,1536
-hhy1941,1632
-hhy1742,1728
-iig2143,1824
-iig1944,1920
-iig945,2016
-ddrv48,2133
-ddbCon49,2163
-hhy1752,2290
 
-./load_cf.R,297
+./load_cf.R,319
 aargs7,122
-iindex31,923
-iindex32,952
-ccalibration.date34,995
-ccs36,1067
-ddm38,1167
-ssanitize.column39,1175
-pprocesszipfiles46,1392
-ggetconfig74,2530
-ggetdealcf84,2865
-ggetcusipcf174,6919
-ccompute.delta243,10542
-ccfdata274,11759
-ccusipdata278,11964
-ssave.dir279,12021
+iindex31,925
+iindex32,954
+ccalibration.date34,997
+ccs36,1069
+ddm38,1169
+ssanitize.column39,1177
+pprocesszipfiles46,1394
+ggetconfig74,2532
+ggetdealcf84,2867
+ggetcusipcf174,6921
+ccompute.delta248,10730
+ccfdata279,11947
+ccusipdata283,12152
+ssave.dir284,12209
+ssqlstring289,12393
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -453,39 +431,42 @@ lloan.data268,2110
 mmaturities69,2170
 ttest270,2222
 
-lossdistrib/R/distrib.R,850
+lossdistrib/R/distrib.R,911
 GGHquad25,1100
 llossdistrib44,1729
 llossdistrib.fft68,2578
 llossdistrib286,3252
 llossdistrib2.truncated109,3791
-rrecovdist144,4971
-llossdist.joint177,6050
-llossdist.prepay.joint216,7567
-llossdistC277,10163
-llossdistCblas283,10429
-llossdistCZ289,10704
-llossdistC.truncated297,11045
-rrecovdistC303,11307
-llossdistC.joint309,11522
-llossdistC.jointblas315,11811
-llossdistC.jointZ321,12109
-llossdistC.prepay.jointblas334,12666
-llossdistC.prepay.jointZ341,13001
-llossrecovdist357,13674
-llossrecovdist.term370,14169
-llossrecovdist.joint.term390,14890
-ddist.transform407,15573
-sshockprob429,16272
-sshockseverity448,16977
-ddshockprob457,17301
-ddqnorm461,17405
-ffit.prob465,17453
-ffit.probC490,18136
-sstochasticrecov496,18325
-sstochasticrecovC507,18775
-BBClossdist514,19072
-BBClossdistC541,19981
+rrecovdist144,4968
+llossdist.joint177,6047
+llossdist.prepay.joint216,7564
+llossdistC277,10160
+llossdistCblas283,10426
+llossdistCZ289,10701
+llossdistC.truncated297,11042
+eexp.trunc305,11363
+rrec.trunc312,11576
+rrecovdistC323,11887
+llossdistC.joint329,12102
+llossdistC.jointblas335,12391
+llossdistC.jointZ341,12689
+llossdistC.prepay.jointblas354,13246
+llossdistC.prepay.jointZ361,13581
+llossrecovdist377,14254
+llossrecovdist.term390,14749
+llossrecovdist.joint.term410,15470
+ddist.transform427,16153
+sshockprob449,16852
+sshockseverity468,17557
+ddshockprob477,17881
+ddqnorm481,17985
+ffit.prob485,18033
+ffit.probC510,18716
+sstochasticrecov517,18941
+sstochasticrecovC528,19391
+BBClossdist535,19688
+BBClossdistC566,20773
+BBCER580,21469
 
 ./LS.R,139
 rr1,0
@@ -519,30 +500,27 @@ llevdist34,1737
 rratio35,1796
 iindex36,1877
 
-./new_index_series.R,417
-ddrv4,54
-ddbCon5,84
-bbbgConn8,211
-nnewbasketID11,339
-iindexname26,1007
-iindextype27,1037
-sseries28,1078
-iindex31,1137
-ttickers32,1243
-ccds.fields34,1265
-ddata35,1357
-ddata36,1414
-uunique.tickers37,1443
-ccdscurves38,1536
-ccurves39,1613
-pprep.data40,1693
-aall.companyids44,1929
-ccurves45,2003
-pprep.data46,2075
-ssqlstr48,2268
-ssqlstr57,2677
-bbasketid58,2755
-ssqlstr60,2853
+./new_index_series.R,369
+bbbgConn4,39
+nnewbasketID7,167
+iindexname28,1003
+iindextype30,1065
+nnewseries31,1083
+iindex34,1147
+ttickers35,1253
+ccds.fields37,1275
+ddata38,1367
+ddata39,1424
+pprep.data40,1453
+aall.companyids45,1717
+pprep.data46,1797
+ccdscurves48,1876
+ccurves49,1961
+ccurves52,2043
+ssqlstr54,2230
+ssqlstr66,2793
+ssqlstr70,3027
+bbasketid71,3113
 
 ./optimization.R,294
 "blkdiag3,33
@@ -608,17 +586,31 @@ rrho32,934
 QQvec33,946
 QQresult47,1342
 
-./serenitasdb.R,219
-ddrv2,21
-sserenitasdb3,51
-nnameToBasketID6,190
-sset.index.desc12,389
-ccdslist26,1014
-aarr.convert32,1247
-gget.indexquotes40,1558
-iindexsplit49,1968
-gget.tranchequotes58,2290
-ccouponfromindex110,4676
+./serenitasdb.R,267
+sserenitasdb2,13
+ssqlArray7,199
+ssqlQuote12,320
+nnameToBasketID16,421
+sset.index.desc22,620
+ccdslist38,1315
+aarr.convert44,1560
+gget.indexquotes52,1885
+iindexsplit62,2317
+gget.tranchequotes67,2477
+ccouponfromindex122,4894
+ggetlastdate129,5171
+
+./thetas-durations.R,212
+hhostname11,181
+gget.indexquotes22,495
+gget.indexmaturity38,1263
+ffastduration47,1637
+ffasttheta65,2128
+iindex88,2886
+ttenors89,2900
+rrecov90,2933
+ssqlstr.duration91,2946
+ssqlstr.theta93,3092
 
 ./time_of_default.R,364
 sspreads1,0
@@ -710,13 +702,19 @@ sstripext4,93
 ppurchased17,458
 ssold22,633
 
-./VaR.R,93
-ddata15,556
-rrho16,644
-sskew.shocks17,693
-ttradedate18,739
-iindex19,765
-rr20,811
+./VaR.R,205
+ddata18,588
+rrho19,691
+sskew.shocks20,740
+ttradedate21,786
+iindex22,812
+rr23,858
+sshock.prices25,898
+oorig.price26,944
+pportfolio.orig27,977
+bbefore28,1011
+ss29,1041
+eepsvec30,1081
 
 ./xmltotab.R,39
 iinput3,70