1 files changed, 87 insertions, 83 deletions
diff --git a/R/TAGS b/R/TAGS
index 622524a1..850724b5 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -70,13 +70,13 @@ tticker_company75,2878
 ./build_portfolios.R,187
 aargs4,38
 ccode.dir11,201
-ccalibration.date35,1028
-iindex37,1099
-iindex38,1128
-gglobal.params39,1177
-ccusipdata41,1260
-ccashspread.discount42,1286
-ccurrdealnames43,1311
+ccalibration.date37,1206
+iindex39,1277
+iindex40,1306
+gglobal.params41,1355
+ccusipdata43,1438
+ccashspread.discount44,1464
+ccurrdealnames45,1489
 
 ./build_scenarios.R,234
 hhostname4,35
@@ -99,10 +99,8 @@ iindex.name25,678
 aalldates26,699
 bbus.dates27,773
 
-./calibrate_tranches_BC.R,51
+./calibrate_tranches_BC.R,16
 rroot.dir2,32
-ooption_list12,313
-aargs22,906
 
 ./calibrate_tranches_MF.R,109
 aargs5,54
@@ -319,15 +317,15 @@ sstackcurve147,5468
 bbuildSC.matured173,6706
 bbuildSC185,7177
 bbuildSC.portfolio253,10506
-ccdrfromscenarios281,12088
-rrecoveryfromscenarios291,12476
-rrecoveryfromscenarios.fast316,13449
-sseverityfromscenarios322,13651
-gget.reinvassets340,14343
-ggetpayday352,14743
-ggetdealschedule371,15450
-iintexportfolio.forwardprice390,16123
-ccompute.reinvprices420,17740
+ccdrfromscenarios290,12474
+rrecoveryfromscenarios300,12862
+rrecoveryfromscenarios.fast325,13835
+sseverityfromscenarios331,14037
+gget.reinvassets349,14729
+ggetpayday361,15129
+ggetdealschedule380,15836
+iintexportfolio.forwardprice399,16509
+ccompute.reinvprices429,18126
 
 ./latestprices.R,453
 cconn2,15
@@ -373,27 +371,27 @@ ddownload.cdscurves4,39
 wwrite.tranchedata21,749
 bbbgConn35,1319
 
-./load_cf.R,402
-aargs7,97
-rroot.dir9,137
-ttradedate15,253
-iindex25,813
-iindex26,842
-ccalibration.date28,885
-ccs30,957
-ddm33,1096
-ssanitize.column34,1104
-pprocesszipfiles41,1321
-ggetconfig69,2459
-ggetdealcf79,2794
-ggetcusip_indicdata181,7470
-ggetcusipcf202,8400
-ccompute.delta280,12535
-ccfdata311,13752
-ccusipdata315,13957
-ssave.dir316,14014
-ssqlstring321,14198
-ddawndb331,14600
+./load_cf.R,404
+aargs9,128
+rroot.dir11,168
+ttradedate17,284
+iindex27,844
+iindex28,873
+ccalibration.date30,916
+ccs32,988
+ddm35,1127
+ssanitize.column36,1135
+pprocesszipfiles43,1352
+ggetconfig71,2490
+ggetdealcf81,2825
+ggetcusip_indicdata186,7890
+ggetcusipcf209,8958
+ccompute.delta287,13104
+ccfdata318,14321
+ccusipdata322,14526
+ssave.dir323,14583
+ssqlstring328,14767
+ddawndb341,15299
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -444,42 +442,40 @@ lloan.data268,2110
 mmaturities69,2170
 ttest270,2222
 
-lossdistrib/R/distrib.R,911
-GGHquad25,1188
-llossdistrib44,1817
-llossdistrib.fft68,2666
-llossdistrib286,3340
-llossdistrib2.truncated121,4466
-rrecovdist143,5079
-llossdist.joint189,6813
-llossdist.prepay.joint216,7771
-llossdistC277,10367
-llossdistCblas283,10633
-llossdistCZ289,10908
-llossdistC.truncated297,11249
-eexp.trunc305,11570
-rrec.trunc312,11783
-rrecovdistC323,12094
-llossdistC.joint329,12309
-llossdistC.jointblas335,12598
-llossdistC.jointZ341,12896
-llossdistC.prepay.jointblas354,13453
-llossdistC.prepay.jointZ361,13788
-llossrecovdist377,14461
-llossrecovdist.term390,14956
-llossrecovdist.joint.term410,15677
-ddist.transform427,16360
-sshockprob449,17059
-sshockseverity468,17764
-ddshockprob477,18088
-ddqnorm481,18192
-ffit.prob485,18240
-ffit.probC510,18923
-sstochasticrecov517,19148
-sstochasticrecovC528,19598
-BBClossdist535,19895
-BBClossdistC566,20980
-BBCER583,21770
+lossdistrib/R/distrib.R,849
+GGHquad25,1190
+llossdistrib44,1819
+llossdistrib.fft68,2668
+llossdistrib286,3342
+llossdistrib2.truncated121,4468
+rrecovdist143,5081
+llossdist.joint189,6815
+llossdist.prepay.joint216,7773
+llossdistC277,10369
+llossdistCZ283,10650
+llossdistC.truncated295,11136
+eexp.trunc303,11457
+rrec.trunc310,11670
+rrecovdistC321,11981
+llossdistC.joint327,12196
+llossdistC.jointZ333,12485
+llossdistC.prepay.joint346,13042
+llossdistC.prepay.jointZ353,13368
+llossrecovdist369,14034
+llossrecovdist.term382,14529
+llossrecovdist.joint.term402,15250
+ddist.transform419,15933
+sshockprob441,16632
+sshockseverity460,17337
+ddshockprob469,17661
+ddqnorm473,17765
+ffit.prob477,17813
+ffit.probC501,18498
+sstochasticrecov508,18723
+sstochasticrecovC519,19173
+BBClossdist526,19470
+BBClossdistC557,20555
+BBCER575,21393
 
 ./LS.R,139
 rr1,0
@@ -620,6 +616,14 @@ ffp236,1619
 ccalib42,1846
 ooption50,2184
 
+./test_postgresql.R,80
+sserenitasdb2,15
+ssqlstr3,52
+rr5,102
+ssqlstr9,277
+rr10,343
+ss16,522
+
 ./thetas-durations.R,185
 rroot.dir7,87
 hhostname13,203
@@ -723,13 +727,13 @@ ssold22,633
 ./VaR.R,162
 rroot.dir2,32
 ttradedate20,617
-iindex21,657
-rrho23,704
-sskew.shocks25,790
-ppvshocks126,836
-sshock.spreads28,884
-bbefore29,957
-ppv.shocks230,987
+iindex21,656
+rrho23,703
+sskew.shocks25,795
+ppvshocks126,846
+sshock.spreads28,894
+bbefore29,967
+ppv.shocks230,997
 
 ./xmltotab.R,39
 iinput3,70