diff options
Diffstat (limited to 'docs/process.rst')
| -rw-r--r-- | docs/process.rst | 27 |
1 files changed, 15 insertions, 12 deletions
diff --git a/docs/process.rst b/docs/process.rst index 600fc354..359fd5c0 100644 --- a/docs/process.rst +++ b/docs/process.rst @@ -10,34 +10,37 @@ Load data from intex and populate the database we need to fill up three tables:
-* cusip_universe table
-* et_collateral
+* clo_universe
* cusip_universe
+* et_collateral
+We first create a directory called ``data/Indicative_%Y-%m-%d``.
From the spreadsheet, this is driven by the two shortcuts
``CTRL+Shift+Y`` and ``CTRL+Shift+G``.
* First select the cusips of interest, do ``CTRL+Shift+Y`` and paste them
into a new portfolio tab in intex. On the portfolio tab itself,
- right click, then Export to text, delete all the extraneous lines
- and save into ``data/clo_universe_intex_%Y-%m-%d.txt``
+ right click, then Export to text, and save into ``data/Indicative_%Y-%m-%d``.
+ The intex filename should be called ``Portfolio.txt`` or ``Portfolio(i).txt``
+ for some ``i``.
* Then in the Collat Detail tab, make sure Asset Detail is
toggled. Right click, then Export to text, All bonds and extract the
resulting zip file into a folder named ``data/Collaterals_%Y-%m-%d``
* Last step, select the cusips again, do ``CTRL+SHIFT+G``, paste into a
new portfolio tab. Click on All Tranches, Right Click, Export to
- text, and save the file into a folder named ``data/Trinfo_%Y-%m-%d``
+ text, and save the file into a folder named ``data/Indicative_%Y-%m-%d``.
+ The file name should be called ``Portfolio_TrInfo.txt`` or
+ ``Portfolio_TrInfo(i).txt`` for some ``i``.
We're done exporting the data from intex, now we need to load it into
-the database. We need to run 3 scripts. To do so, after connecting to
+the database. We need to run 2 scripts. To do so, after connecting to
the remote server, at the prompt do: ::
cd /home/share/CorpCDOs/code/python
- python clo_universe.py
+ python load_indicative.py
python load_intex_collateral.py
- python cusip_universe.py
-The script ``load_intex_collateral.py`` might errror out, just type c and
+The script ``load_intex_collateral.py`` might error out, just type c and
enter to keep it going.
Steps to build the model
@@ -49,7 +52,7 @@ Steps to build the model cd /home/share/CorpCDOs/scripts
bash monitor.sh
- **Note** need to set it up as a deamon so that it get automatically
+ **Note** need to set it up as a daemon so that it get automatically
started at boot.
* After that, scenarios generation can be triggered by selecting the
cusips in the excel spreadsheet and using the ``CTRL+Shift+H``
@@ -99,8 +102,8 @@ Calibration -----------
The model calibration is triggered via a cronjob at 8pm. If something
-wrong happenned or we forgot to save the data, it's possible to
-retrigger it manually as follows: ::
+wrong happened or we forgot to save the data, it's possible to
+re-trigger it manually as follows: ::
cd /home/share/CorpCDOs/code/R
Rscript script_calibrate_tranches.R %Y-%m-%d
|