diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/TAGS | 259 |
1 files changed, 130 insertions, 129 deletions
@@ -33,46 +33,46 @@ ffixed.rebal82,2166 mmemb94,2436 ttickerslist109,2847 -./build_portfolios.R,246 +./build_portfolios.R,233 aargs3,22 -ccalibration.date34,916 -MMarkitData35,957 -ffuturequotes36,1005 -LL1m40,1268 -LL2m41,1330 -LL3m42,1391 -LL6m44,1444 -LL12m45,1505 -bbps47,1566 -gglobal.params48,1578 -ccusipdata74,2698 -ccurrdealnames76,2725 -ii78,2846 +ccalibration.date34,904 +MMarkitData35,945 +ffuturequotes36,993 +LL1m40,1256 +LL2m41,1318 +LL3m42,1379 +LL6m44,1432 +LL12m45,1493 +bbps47,1554 +gglobal.params48,1566 +ccusipdata74,2689 +ccurrdealnames76,2716 -./build_scenarios.R,472 -aargs1,0 -gget.reinvassets31,874 -cconvert.reinvtoperct42,1257 -ccompute.reinvprices54,1553 -ccalibration.date95,3072 -ccalibration96,3113 -ZZ98,3292 -ww99,3311 -NNgrid101,3331 -MMarkitData102,3344 -LL1m103,3392 -LL2m104,3436 -LL3m105,3479 -LL6m106,3513 -LL12m107,3556 -ssupport110,3652 -rrecoverylag111,3689 -rreinvspread114,3791 -rreinvfixed115,3811 -bbasecase.rollingmaturity116,3830 -rreinvlag117,3870 -nn.scenarios118,3893 -rrecov.adj119,3912 +./build_scenarios.R,495 +hhostname2,20 +aargs9,150 +gget.reinvassets40,1049 +cconvert.reinvtoperct51,1432 +ccompute.reinvprices63,1728 +ccalibration.date104,3247 +ccalibration105,3288 +ZZ107,3467 +ww108,3486 +NNgrid110,3506 +MMarkitData111,3519 +LL1m112,3567 +LL2m113,3611 +LL3m114,3654 +LL6m115,3688 +LL12m116,3731 +ssupport119,3827 +rrecoverylag120,3864 +rreinvspread123,3966 +rreinvfixed124,3986 +bbasecase.rollingmaturity125,4005 +rreinvlag126,4045 +nn.scenarios127,4068 +rrecov.adj128,4087 ./build_SC.R,345 MMarkitData13,298 @@ -97,68 +97,68 @@ ccl90,3075 ssupport92,3218 uuseCluster94,3254 -./cds_functions_generic.R,2166 -sabstractcurve14,349 -sflatcurve16,401 -sshapedcurve19,589 -sdefaultcurve21,743 -sdefaultprepaycurve22,847 -screditcurve23,942 -sshapedtodpc26,1102 -scouponleg36,1449 -scouponleg,data.frame,flatcurve41,1590 -scouponleg,data.frame,defaultcurve55,2166 -scouponleg,data.frame,defaultprepaycurve75,3116 -kk97,4313 -scouponleg,data.frame,shapedcurve104,4522 -sdcouponleg116,5199 -sdcouponleg,data.frame,flatcurve,missing120,5293 -sdcouponleg,data.frame,defaultcurve,numeric133,5823 -sdcouponleg,data.frame,shapedcurve,missing148,6513 -scdsduration181,8110 -scdsduration,abstractcurve,Date186,8255 -sdefaultleg195,8697 -sdefaultleg,data.frame,flatcurve,numeric200,8851 -sdefaultleg,data.frame,defaultcurve,numeric212,9393 -sdefaultleg,data.frame,defaultprepaycurve,numeric224,9997 -sdefaultleg,data.frame,shapedcurve,numeric240,10879 -sddefaultleg247,11188 -sddefaultleg,data.frame,flatcurve,numeric,missing251,11289 -sddefaultleg,data.frame,defaultcurve,numeric,numeric264,11908 -sddefaultleg,data.frame,shapedcurve,numeric,missing277,12569 -scontingentleg301,13792 -scontingentleg,data.frame,flatcurve,numeric306,13955 -scontingentleg,data.frame,defaultcurve,numeric319,14590 -scontingentleg,data.frame,defaultprepaycurve,numeric331,15214 -scontingentleg,data.frame,shapedcurve,numeric348,16203 -sdcontingentleg355,16520 -sdcontingentleg,data.frame,defaultcurve,numeric,numeric359,16627 -sdcontingentleg,data.frame,defaultcurve,numeric,missing373,17364 -sdcontingentleg,data.frame,shapedcurve,numeric,missing387,18069 -ccdspv405,19076 -ccdsspread409,19179 -ddcdspv416,19465 -bbondpv424,19703 -ddbondpv428,19808 -ccdshazardrate.flat436,20053 -ccdshazardrate.shaped448,20534 -ccdshazardrate458,20925 -bbondhazardrate.shaped489,22099 -iindexpv518,23171 -iindexduration537,23997 -iindexspread543,24224 -pportfoliospread555,24697 -pportfolioduration587,25928 -ttweakcurves595,26195 -ssurvivalProbability1610,26708 -ssurvivalProbability.exact633,27625 -SSP655,28326 -SSPmatrix663,28539 -DDP2680,29187 -ggetdealschedule697,29947 -SSPmatrix2722,30963 -fforwardportfolioprice736,31521 -ccreditcurve.maturity761,32390 +./cds_functions_generic.R,2169 +sabstractcurve18,412 +sflatcurve20,464 +sshapedcurve23,652 +sdefaultcurve25,806 +sdefaultprepaycurve26,910 +screditcurve27,1005 +sshapedtodpc30,1165 +scouponleg40,1512 +scouponleg,data.frame,flatcurve45,1653 +scouponleg,data.frame,defaultcurve59,2229 +scouponleg,data.frame,defaultprepaycurve79,3179 +kk101,4376 +scouponleg,data.frame,shapedcurve108,4585 +sdcouponleg120,5262 +sdcouponleg,data.frame,flatcurve,missing124,5356 +sdcouponleg,data.frame,defaultcurve,numeric137,5886 +sdcouponleg,data.frame,shapedcurve,missing152,6576 +scdsduration185,8174 +scdsduration,abstractcurve,Date190,8319 +sdefaultleg199,8761 +sdefaultleg,data.frame,flatcurve,numeric204,8915 +sdefaultleg,data.frame,defaultcurve,numeric216,9457 +sdefaultleg,data.frame,defaultprepaycurve,numeric228,10061 +sdefaultleg,data.frame,shapedcurve,numeric244,10943 +sddefaultleg251,11252 +sddefaultleg,data.frame,flatcurve,numeric,missing255,11353 +sddefaultleg,data.frame,defaultcurve,numeric,numeric268,11972 +sddefaultleg,data.frame,shapedcurve,numeric,missing281,12633 +scontingentleg305,13856 +scontingentleg,data.frame,flatcurve,numeric310,14019 +scontingentleg,data.frame,defaultcurve,numeric323,14654 +scontingentleg,data.frame,defaultprepaycurve,numeric335,15278 +scontingentleg,data.frame,shapedcurve,numeric352,16267 +sdcontingentleg359,16584 +sdcontingentleg,data.frame,defaultcurve,numeric,numeric363,16691 +sdcontingentleg,data.frame,defaultcurve,numeric,missing377,17428 +sdcontingentleg,data.frame,shapedcurve,numeric,missing391,18133 +ccdspv409,19140 +ccdsspread413,19243 +ddcdspv420,19529 +bbondpv428,19767 +ddbondpv432,19872 +ccdshazardrate.flat440,20117 +ccdshazardrate.shaped452,20598 +ccdshazardrate462,20989 +bbondhazardrate.shaped493,22163 +iindexpv522,23235 +iindexduration542,24062 +iindexspread548,24289 +pportfoliospread560,24762 +pportfolioduration582,25841 +ttweakcurves590,26109 +ssurvivalProbability1604,26596 +ssurvivalProbability.exact627,27514 +SSP649,28216 +SSPmatrix657,28429 +DDP2674,29077 +ggetdealschedule691,29837 +SSPmatrix2716,30853 +fforwardportfolioprice730,31411 +ccreditcurve.maturity753,32286 ./cds_utils.R,187 ttoday3,22 @@ -246,28 +246,29 @@ cclipr107,2749 ssclipr111,2798 iinverse115,2865 -./intex_deal_functions.R,567 -ggetdealdata15,417 -ggetcollateral34,1305 -llistdealnames44,1638 -ccusip.data49,1792 -rrecovery58,2180 -ddealnamefromcusip78,2966 -ccusipsfromdealnames86,3227 -ffithazardrate.fast93,3495 -vvanillabondprice105,4027 -ddvanillabondprice120,4699 -ffithazardrate128,5051 -sstackcurve140,5514 -bbuildSC.matured166,6752 -bbuildSC178,7223 -bbuildSC.portfolio243,10366 -ccdrfromscenarios294,12612 -rrecoveryfromscenarios304,12987 -rrecoveryfromscenarios.fast329,13960 -sseverityfromscenarios335,14162 -lload.portfolio353,14854 -ddealupdatedates358,15045 +./intex_deal_functions.R,585 +hhostname7,106 +ggetdealdata25,603 +ggetcollateral42,1449 +llistdealnames52,1782 +ccusip.data57,1936 +rrecovery69,2386 +ddealnamefromcusip89,3172 +ccusipsfromdealnames97,3433 +ffithazardrate.fast104,3701 +vvanillabondprice116,4233 +ddvanillabondprice131,4905 +ffithazardrate139,5257 +sstackcurve151,5720 +bbuildSC.matured177,6958 +bbuildSC189,7429 +bbuildSC.portfolio255,10677 +ccdrfromscenarios283,12148 +rrecoveryfromscenarios293,12523 +rrecoveryfromscenarios.fast318,13496 +sseverityfromscenarios324,13698 +lload.portfolio342,14390 +ddealupdatedates347,14581 ./latestprices.R,453 cconn2,15 @@ -330,13 +331,13 @@ LL3m29,821 LL6m30,855 LL12m31,898 ssanitize.column34,994 -ggetdealcf57,1908 -ggetcusipcf160,6411 -ccompute.delta262,11290 -ccfdata286,12316 -aavailablecusips287,12357 -ccusipdata290,12565 -ssave.dir291,12630 +ggetdealcf58,1857 +ggetcusipcf161,6360 +ccompute.delta263,11239 +ccfdata287,12265 +aavailablecusips288,12306 +ccusipdata291,12514 +ssave.dir292,12579 ./loan_universe.R,401 MMarkitData10,201 |
