diff options
Diffstat (limited to 'docs')
| -rw-r--r-- | docs/notes.rst | 9 | ||||
| -rw-r--r-- | docs/process.rst | 7 |
2 files changed, 14 insertions, 2 deletions
diff --git a/docs/notes.rst b/docs/notes.rst index 5d0ff827..b45289b2 100644 --- a/docs/notes.rst +++ b/docs/notes.rst @@ -13,3 +13,12 @@ with other use of openmp in my code. If we dont' specify the target, it builds a lot of different architectures, and the right one gets selected at runtime. Unfortunately it doesn't include Sandybridge yet. + +Switch to new hy series +----------------------- + +* add the new series in index_definitions.R +* in build_portfolio.R: replace hy19$maturity by hy21$maturity +* in script_calibrate_tranches.R, replace all instances of hy19 with hy21 +* cp script_calibrate_tranches.R to CorpCDOs/scripts/calibrate_tranches +* in load_cf.R compute.delta depends on the index maturity, update that too diff --git a/docs/process.rst b/docs/process.rst index 7faaf20f..600fc354 100644 --- a/docs/process.rst +++ b/docs/process.rst @@ -72,7 +72,10 @@ Running the scenarios in Intex * First make sure that Intex look for the sss files in the right
directory. Go into Tools, Options, Data Access and change it
- appropriately.
+ appropriately. (e.g. Z:\CorpCDOs\Scenarios\Intex
+ curves_2013-07-22\sss)
+* In Intex Options, under Miscellaneous, Change the export settings to
+ "Tab delimited"
* Select the cusips of interest on the spreadsheet (make sure the
corresponding sss files exist), do ``CTRL+Shift+I`` and paste them
into a new portfolio tab in Intex... twice so that Intex actually
@@ -80,7 +83,7 @@ Running the scenarios in Intex * Then go onto the Scenarios Tab, and click the cross next to Rate
Update to make sure it reloads the Interest Rates (otherwise intex
will run it with libor set at 0... not good)
-* Then go onto the Cashflows tab and wait... Once it's down, export
+* Then go onto the Cashflows tab and wait... Once it's done, export
the cashflows into ``Scenarios/Prices_%Y-%m%-%d``.
* Finally, on the server do: ::
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