diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 4 | ||||
| -rw-r--r-- | R/thetas-durations.R | 12 |
2 files changed, 6 insertions, 10 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index f65a1a49..49c35f85 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -1,6 +1,6 @@ ## parse command line arguments code.dir <- Sys.getenv("CODE_DIR") -tranchedata.dir <- fole.path(Sys.getenv("DATA_DIR"), "..", "Tranche_data") +tranchedata.dir <- file.path(Sys.getenv("DATA_DIR"), "..", "Tranche_data") library(logging) basicConfig() removeHandler('basic.stdout') @@ -46,7 +46,7 @@ source(file.path(code.dir, "R", "tranche_functions.R")) for(run in config$runs){ index.name <- run[1] tenor <- run[2] - filename <- file.path(thranchedata.dir, "Runs", + filename <- file.path(tranchedata.dir, "Runs", paste(tolower(index.name), tenor, "csv",sep=".")) ## if(!file.exists(filename)){ ## args$update <- FALSE diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 9aeaad20..54e79f8f 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -4,18 +4,14 @@ library(doParallel) library(dplyr) library(tidyr) -root.dir <- if(.Platform$OS.type == "unix"){ - "/home/share/CorpCDOs" -}else{ - "//WDSENTINEL/share/CorpCDOs" -} +code.dir <- Sys.getenv("CODE_DIR") hostname <- system("hostname", intern=TRUE) registerDoParallel(if(hostname=="debian") 4 else 8) -source(file.path(root.dir, "code", "R", "serenitasdb.R")) -source(file.path(root.dir, "code", "R", "cds_functions_generic.R")) -source(file.path(root.dir, "code", "R", "yieldcurve.R")) +source(file.path(code.dir, "R", "serenitasdb.R")) +source(file.path(code.dir, "R", "cds_functions_generic.R")) +source(file.path(code.dir, "R", "yieldcurve.R")) get.indexquotes.table <- function(indextype, series, tenors=c("3yr", "5yr", "7yr"), onlymissing=TRUE){ stmt <- str_c("select date, tenor, closeprice from index_quotes ", |