diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/build_portfolios.R | 4 | ||||
| -rw-r--r-- | R/build_scenarios.R | 4 |
2 files changed, 4 insertions, 4 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index ed00f011..218d4952 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -5,7 +5,7 @@ library(dplyr, quiet = TRUE, warn.conflict = F) args <- commandArgs(trailingOnly = TRUE) stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") -stopifnot((code.dir <- Sys.getenv("CODE_DIR")) != "") +stopifnot((config.dir <- Sys.getenv("SERENITAS_CONFIG_DIR")) != "") source("intex_deal_functions.R") source("yieldcurve.R") source("creditIndex.R") @@ -29,7 +29,7 @@ calibration.date <- addBusDay(workdate, -1) exportYC(calibration.date) index <- creditIndex("hy35") index <- set.index.desc(index, calibration.date) -global.params <- yaml.load_file(file.path(code.dir, "etc", "params.yml"), +global.params <- yaml.load_file(file.path(config.dir, "params.yml"), handlers = list(expr = function(x) eval(parse(text = x)))) cusipdata <- cusip.data(workdate) diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 2097ffab..8760b619 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -11,7 +11,7 @@ if(hostname=="debian"){ args <- commandArgs(trailingOnly=TRUE) stopifnot((root.dir <- Sys.getenv("BASE_DIR")) != "") -stopifnot((code.dir <- Sys.getenv("CODE_DIR")) != "") +stopifnot((config.dir <- Sys.getenv("SERENITAS_CONFIG_DIR")) != "") source("intex_deal_functions.R") source("yieldcurve.R") source("serenitasdb.R") @@ -42,7 +42,7 @@ Ngrid <- 201 support <- seq(0, 1, length = Ngrid) n.scenarios <- 100 recov.adj <- 1 -params <- yaml.load_file(file.path(code.dir, "etc", "params.yml"), +params <- yaml.load_file(file.path(config.dir, "params.yml"), handlers = list(expr = function(x) eval(parse(text = x)))) for(j in seq_along(dealnames)){ |