3 files changed, 15 insertions, 20 deletions
diff --git a/R/calibration.R b/R/calibration.R
index 040c8b8f..ea3c6d14 100644
--- a/R/calibration.R
+++ b/R/calibration.R
@@ -1,10 +1,4 @@
-if(.Platform$OS.type == "unix"){
-  root.dir <- "/home/share/CorpCDOs"
-}else{
-  root.dir <- "//WDSENTINEL/share/CorpCDOs"
-}
-source(file.path(root.dir, "code", "R", "cds_utils.R"))
-source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
+source("cds_functions_generic.R")
 
 buildSC <- function(quote, cs, cdsdates){
     SC <- new("creditcurve",
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R
index 53432c5b..be01c103 100644
--- a/R/cds_functions_generic.R
+++ b/R/cds_functions_generic.R
@@ -2,13 +2,7 @@ library("methods")
 library("doParallel")
 library("itertools")
 
-if(.Platform$OS.type == "unix"){
-  root.dir <- "/home/share/CorpCDOs/"
-}else{
-  root.dir <- "//WDSENTINEL/share/CorpCDOs/"
-}
-
-source(file.path(root.dir, "code/R/cds_utils.R"))
+source("cds_utils.R")
 
 ## TODO:
 ## - switch hazard rates and prepay curves to functions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R
index 90f7b2ba..b117d6f6 100644
--- a/R/yieldcurve.R
+++ b/R/yieldcurve.R
@@ -1,4 +1,11 @@
 require(RQuantLib)
+
+if(.Platform$OS.type == "unix"){
+  data.dir <- "/home/share/CorpCDOs/data"
+}else{
+  data.dir <- "//WDSENTINEL/share/CorpCDOs/data"
+}
+
 getMarkitIRData <- function(date=Sys.Date()) {
     ## downloads the latest available interest rates data from Markit
     ## before date and returns the parsed file into a list
@@ -8,10 +15,10 @@ getMarkitIRData <- function(date=Sys.Date()) {
         lastdate <- format(date-i, "%Y%m%d")
         filename <- paste("InterestRates", "USD", lastdate, sep="_")
         filename.ext <- paste0(filename,".xml")
-        if( filename.ext %in% dir(file.path(root.dir, "/data/Yield Curves"))){
-            return( xmlToList(file.path(root.dir, "data/Yield Curves", filename.ext)) )
+        if( filename.ext %in% dir(file.path(data.dir, "Yield Curves"))){
+            return( xmlToList(file.path(data.dir, "Yield Curves", filename.ext)) )
         }else{
-            temp <- tempfile(tmpdir = file.path(root.dir, "/data/Yield Curves"))
+            temp <- tempfile(tmpdir = file.path(data.dir, "Yield Curves"))
             download.file(paste("http://www.markit.com/news/", filename, ".zip", sep=""), temp, quiet=T)
             con <- file(temp, "r")
             firstline <- readLines(con, 1, warn=FALSE)
@@ -24,9 +31,9 @@ getMarkitIRData <- function(date=Sys.Date()) {
                 cat("downloaded data for:", lastdate,"\n")
                 close(con)
                 ## we unzip it
-                unzip(temp, exdir = file.path(root.dir, "/data/Yield Curves"))
+                unzip(temp, exdir = file.path(data.dir, "Yield Curves"))
                 unlink(temp)
-                return( xmlToList(file.path(root.dir, "data/Yield Curves", filename.ext)) )
+                return( xmlToList(file.path(data.dir, "Yield Curves", filename.ext)) )
             }
         }
     }
@@ -93,7 +100,7 @@ buildMarkitYC <- function(MarkitData, futurequotes, tradeDate=Sys.Date()){
 exportYC <- function(tradedate=Sys.Date()){
     ## export the Yield Curve into the environment
     require(RQuantLib)
-    futurefile <- file.path(root.dir, "data", "Yield Curves",
+    futurefile <- file.path(data.dir, "Yield Curves",
                             sprintf("futures-%s.csv", tradedate))
     if(file.exists(futurefile)){
         futurequotes <- read.csv(futurefile, header=F)