rootdir <- "T:/Analytics/CLO/"
setwd(rootdir)
options(stringsAsFactors=F)

stripext <- function(name,ext){
  sub(paste(".",ext,sep=""),"",name)
}

today <- function(){
  as.Date(Sys.time())
}

listcusips <- function(date, flag=""){
  clodir <- paste(format(date, "%Y%m%d"), flag, sep="")
  cusips <- dir(path=paste(".",clodir,sep="/"), pattern=".report$")
  return(stripext(cusips,"report"))
}

readcusip <- function(cusip,date,flag=""){
  clodir <- paste(format(date,"%Y%m%d"),flag,sep="")
  temp <- read.table(paste(".",clodir,paste(cusip,"report",sep="."),sep="/"),sep="\t",header=T,fill=T)
  temp <- temp[temp$Scenario!="Scenario",1:25]
  a <-as.matrix(temp$Scenario)
  a <- sub("SCENARIO","",as.character(a))
  temp <- data.frame(a,temp[,2:25])
  tempnames <- colnames(temp)
  colnames(temp) <- c("Scenario",tempnames[2:25])
  return(temp[order(as.numeric(temp$Scenario)),])
}

readcusip2 <- function(cusip,date){
  clodir <- format(date,"%Y%m%d")
  temp <- read.table(paste(".",clodir,paste(cusip,"report",sep="."),sep="/"),sep="\t",header=T,fill=T)
  temp <- temp[temp$Scenario!="Scenario",1:25]
  a <- t(matrix(unlist(strsplit(as.character(temp$Scenario),"_")),2,nrow(temp)))
  a[,1] <- sub("SCENARIO","",as.character(a[,1]))
  colnames(a) <- c("Scenario","ScenarioType")
  temp <- data.frame(a,temp[,2:25])
  return(temp[order(as.numeric(temp$Scenario)),])
}
getcusip <- function(cusip,date,colname,scenariotype){
  cusipdata <- readcusip2(cusip,date)
  as.numeric(cusipdata[cusipdata$ScenarioType==scenariotype,][[colname]])
}

getcusipinfo <- function(cusip,date,scenariotype,infotype,indextype,indextenor){
  clodir <- paste(format(date,"%Y%m%d"),"Info",sep="/")
  cusipscen <- paste(cusip,scenariotype,sep="_")
  temp <- read.table(paste(".",clodir,paste(cusipscen,infotype,sep="."),sep="/"),sep="\t",header=T,fill=T)
  return(temp[(temp$IndexType==indextype)&(temp$IndexTenor==indextenor),])
}

A <- c()
for(cusip in cusipsBB){
  A <- cbind(A,as.numeric(readcusip(cusip,today())$Price))
}
colnames(A) <- cusipsBB

pricesAAA <- c()
for(cusip in cusipsAAA){
  pricesAAA <- rbind(pricesAAA,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}

pricesAA <- c()
for(cusip in cusipsAA){
  pricesAA <- rbind(pricesAA,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}

pricesA <- c()
for(cusip in cusipsA){
  pricesA <- rbind(pricesA,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}

pricesBBB <- c()
for(cusip in cusipsBBB){
  pricesBBB <- rbind(pricesBBB,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}

pricesBB <- c()
for(cusip in cusipsBB){
  pricesBB <- rbind(pricesBB,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}

pricesNA <- c()
for(cusip in cusipsNA){
  pricesNA <- rbind(pricesNA,readcusip(cusip,today())[,c("Price","Duration","Yield","WAL")])
}