1 files changed, 139 insertions, 151 deletions
diff --git a/R/TAGS b/R/TAGS
index 94f097ba..1254005e 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -33,72 +33,47 @@ ffixed.rebal82,2166
 mmemb94,2436
 ttickerslist109,2847
 
-./build_portfolios.R,265
-aargs3,22
-ccalibration.date34,971
-MMarkitData35,1012
-ffuturequotes36,1060
-LL1m40,1323
-LL2m41,1385
-LL3m42,1446
-LL6m43,1498
-LL12m44,1559
-bbps46,1620
-gglobal.params47,1632
-ccusipdata73,2755
-ccashspread.discount74,2781
-ccurrdealnames75,2806
+./build_portfolios.R,251
+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
 
-./build_scenarios.R,496
+./build_scenarios.R,439
 hhostname3,34
 aargs10,164
 gget.reinvassets41,1063
-cconvert.reinvtoperct54,1482
-ccompute.reinvprices66,1778
-ccalibration.date107,3299
-ccalibration108,3340
-ZZ110,3519
-ww111,3538
-NNgrid113,3558
-MMarkitData114,3571
-LL1m115,3619
-LL2m116,3663
-LL3m117,3706
-LL6m118,3740
-LL12m119,3783
-ssupport122,3879
-rrecoverylag123,3916
-rreinvspread126,4018
-rreinvfixed127,4038
-bbasecase.rollingmaturity128,4057
-rreinvlag129,4097
-nn.scenarios130,4120
-rrecov.adj131,4139
+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
 
-./build_SC.R,345
-MMarkitData13,298
-LL1m15,331
-LL2m16,375
-LL3m17,418
-LL6m18,452
-LL12m19,495
-ttoday22,591
-bbps26,661
-gglobal.params27,673
-ddealnames53,1753
-ccalibration.date55,1783
-ccusipdata56,1814
-ddo57,1840
-ccalibration82,2831
-ZZ85,3011
-ww86,3030
-rrho88,3050
-NNgrid89,3062
-ccl90,3075
-ssupport92,3218
-uuseCluster94,3254
-
-./cds_functions_generic.R,2196
+./cds_functions_generic.R,2231
 sabstractcurve18,412
 sflatcurve20,464
 sshapedcurve23,652
@@ -144,23 +119,24 @@ ddbondpv432,19872
 ccdshazardrate.flat440,20117
 ccdshazardrate.shaped452,20598
 ccdshazardrate462,20989
-bbondhazardrate.shaped493,22163
-ttweakportfolio522,23235
-iindexpv541,23834
-iindexduration552,24380
-iindexspread558,24614
-pportfoliospread570,25090
-pportfolioduration596,26250
-ttweakcurves601,26475
-ssurvivalProbability1612,26840
-ssurvivalProbability.exact635,27758
-SSP657,28460
-SSPmatrix664,28672
-DDP2681,29320
-ggetdealschedule698,30080
-SSPmatrix2723,31096
-fforwardportfolioprice737,31654
-ccreditcurve.maturity760,32529
+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
 
 ./cds_utils.R,187
 ttoday3,22
@@ -216,13 +192,21 @@ qquotes14,513
 rrunning15,535
 qquotes16,579
 
-./index_definitions.R,80
-hhy201,0
-hhy197,143
-hhy1813,286
-hhy1719,440
-hhy1526,656
-hhy1032,809
+./hf.R,83
+cconn2,14
+hhyg.ticker3,59
+hhy21.ticker4,89
+hhy21data6,121
+hhygdata38,273
+
+./index_definitions.R,94
+hhy211,0
+hhy207,143
+hhy1913,286
+hhy1819,429
+hhy1725,583
+hhy1532,799
+hhy1038,952
 
 ./interpweights_2.R,160
 iinterpweights1,0
@@ -265,12 +249,12 @@ sstackcurve151,5720
 bbuildSC.matured177,6958
 bbuildSC189,7429
 bbuildSC.portfolio254,10670
-ccdrfromscenarios282,12236
-rrecoveryfromscenarios292,12611
-rrecoveryfromscenarios.fast317,13584
-sseverityfromscenarios323,13786
-lload.portfolio341,14478
-ddealupdatedates346,14669
+ccdrfromscenarios282,12218
+rrecoveryfromscenarios292,12593
+rrecoveryfromscenarios.fast317,13566
+sseverityfromscenarios323,13768
+lload.portfolio341,14460
+ddealupdatedates346,14651
 
 ./latestprices.R,453
 cconn2,15
@@ -323,24 +307,27 @@ aaddcurves21,819
 mmultcurves29,1100
 sspreadfrombondprice37,1382
 
-./load_cf.R,321
-aargs5,55
-ccalibration.date26,659
-MMarkitData27,700
-LL1m28,748
-LL2m29,792
-LL3m30,835
-LL6m31,869
-LL12m32,912
-ddm34,1007
-ssanitize.column35,1015
-ggetdealcf57,1889
-ggetcusipcf164,6712
-ccompute.delta265,11412
-ccfdata289,12438
-aavailablecusips290,12479
-ccusipdata293,12687
-ssave.dir294,12752
+./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
 
 ./loan_universe.R,401
 MMarkitData10,201
@@ -450,48 +437,49 @@ rrho32,934
 QQvec33,946
 QQresult47,1342
 
-./script_calibrate_tranches.R,716
+./script_calibrate_tranches.R,740
 aargs4,52
-MMarkitData27,727
-LL1m28,767
-LL2m29,811
-LL3m30,854
-LL6m31,888
-ssinglenames.data36,1040
-nnondefaulted38,1204
-bbps39,1284
-ccdsdates41,1297
-hhy19portfolio46,1414
-iissuerweights58,1918
-KK61,2009
-KKmodified62,2040
-mmarkit.data63,2099
-ttranche.upf66,2251
-ttranche.running67,2282
-hhy19portfolio.tweaked70,2395
-SSurvProb71,2453
-NNgrid73,2504
-rrecov74,2540
-ccs75,2597
-bbottomup78,2728
-ttopdown79,2744
-nn.int80,2759
-nn.credit81,2772
-eerrvec82,2806
-qquadrature83,2820
-ww84,2867
-ZZ85,2891
-ww.mod86,2913
-ddefaultprob87,2924
-pp88,2952
-rrho89,2969
-rresult91,2997
-RRstoch128,4229
-LLw135,4449
-RRw136,4479
-LL137,4509
-RR138,4550
-ddist147,4828
+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
 
 ./test.cds_functions.R,341
 rroot2,17
@@ -617,4 +605,4 @@ ttable5,154
 ./yieldcurve.R,71
 ggetMarkitIRData2,19
 bbasic.advance36,1519
-bbuildMarkitYC50,2023
+bbuildMarkitYC45,1837