1 files changed, 37 insertions, 28 deletions
diff --git a/R/TAGS b/R/TAGS
index 82a0fc53..d4cfaf7a 100644
--- a/R/TAGS
+++ b/R/TAGS
@@ -387,22 +387,22 @@ ddrv48,2133
 ddbCon49,2163
 hhy1752,2290
 
-./load_cf.R,296
+./load_cf.R,297
 aargs7,122
-iindex30,907
-iindex31,936
-ccalibration.date33,979
-ccs35,1051
-ddm37,1151
-ssanitize.column38,1159
-pprocesszipfiles45,1376
-ggetconfig73,2514
-ggetdealcf83,2849
-ggetcusipcf157,6345
-ccompute.delta221,9830
-ccfdata252,11047
-ccusipdata256,11252
-ssave.dir257,11309
+iindex31,923
+iindex32,952
+ccalibration.date34,995
+ccs36,1067
+ddm38,1167
+ssanitize.column39,1175
+pprocesszipfiles46,1392
+ggetconfig74,2530
+ggetdealcf84,2865
+ggetcusipcf174,6919
+ccompute.delta243,10542
+ccfdata274,11759
+ccusipdata278,11964
+ssave.dir279,12021
 
 ./load_futures_data.R,180
 bbbgCon11,202
@@ -650,7 +650,7 @@ pprotectionsize86,1551
 ccl90,1614
 ppl96,1766
 
-./tranche_functions.R,805
+./tranche_functions.R,831
 ppos2,21
 ttrancheloss6,59
 ttrancherecov10,128
@@ -671,18 +671,19 @@ BBCtranche.theta248,8251
 BBCtranche.delta260,8796
 MMFtranche.delta292,10170
 BBCtranche.corr01325,11546
-EEL333,11867
-BBCindex.pv348,12564
-EELtrunc366,13332
-PProbtrunc374,13752
-BBCstrikes383,14059
-ttranche.factor394,14383
-MMFupdate.prob400,14613
-MMFlossrecovdist.prepay413,15079
-MMFlossdist.joint440,16236
-MMFlossdist.prepay.joint472,17590
-MMFrecovery499,18725
-MMFlossdist513,19243
+BBCtranche.VaR333,11871
+EEL346,12321
+BBCindex.pv361,13018
+EELtrunc379,13786
+PProbtrunc387,14206
+BBCstrikes396,14513
+ttranche.factor407,14837
+MMFupdate.prob413,15067
+MMFlossrecovdist.prepay426,15533
+MMFlossdist.joint453,16690
+MMFlossdist.prepay.joint485,18044
+MMFrecovery512,19179
+MMFlossdist526,19697
 
 ./tranches_RV_BC_et.R,202
 nname146,2011
@@ -709,6 +710,14 @@ sstripext4,93
 ppurchased17,458
 ssold22,633
 
+./VaR.R,93
+ddata15,556
+rrho16,644
+sskew.shocks17,693
+ttradedate18,739
+iindex19,765
+rr20,811
+
 ./xmltotab.R,39
 iinput3,70
 ttop4,132