if(.Platform$OS.type == "unix"){
  root.dir <- "/home/share/CorpCDOs"
}else{
  root.dir <- "//WDSENTINEL/share/CorpCDOs"
}

library(optparse)
option_list <- list(
    make_option(c("-u", "--update"), action="store_true", default=FALSE,
                help="Update from the last run date [default %default]"),
    make_option(c("-c", "--config"), metavar="config_file",
                help="Runs the list of indices provided in CONFIG_FILE"),
    make_option(c("-i1", "--index1"), help="Reference index name"),
    make_option(c("-i2", "--index2"), help="Mapped index name"),
    make_option(c("-t1", "--tenor1"), default="5yr",
                help="Tenor of index1 [default %default]"),
    make_option(c("-t2", "--tenor2"), default="5yr",
                help="Tenor of index2 [default %default]"))

args <- parse_args(OptionParser(option_list=option_list,
                                description=
                                "This script prices index2 using the skew from index1."))
if(is.null(args$config)){
    if(is.null(args$index) || is.null(args$index2)){
        stop("Please provide both index1 and index2")
    }
    runs <- list(name1=args$index1, name2=args$index2, tenor1=args$tenor1, tenor2=args$tenor2)
}else{
    library(yaml)
    runs <- yaml.load_file(file.path(root.dir, "code", "etc", args$config))
}

source(file.path(root.dir, "code", "R", "yieldcurve.R"))
source(file.path(root.dir, "code", "R", "optimization.R"))
source(file.path(root.dir, "code", "R", "calibration.R"), chdir=TRUE)
source(file.path(root.dir, "code", "R", "serenitasdb.R"))
source(file.path(root.dir, "code", "R", "creditIndex.R"))
library(lossdistrib)

for(i in seq_along(runs$name1)){
    with(runs,
         {index.name1 <<- name1[i]
          index.name2 <<- name2[i]
          tenor1 <<- tenor1[i]
          tenor2 <<- tenor2[i]})
    filename <- file.path(root.dir,"Tranche_data","Runs",
                          paste0(paste(index.name2, tenor2, "using", index.name1, tenor1),".csv"))
    if(args$update){
        runfile <- read.csv(filename)
        begin.date <- as.Date(runfile[nrow(runfile), 1])+1
    }else{
        begin.date <- switch(index.name1,
                             hy21 = as.Date("2013-10-04"),
                             hy19 = as.Date("2013-10-04"),
                             ig21 = as.Date("2013-09-26"))
    }
    if(begin.date == Sys.Date()){
        next
    }
    alldates <- seq(begin.date, Sys.Date()-1, by="1 day")
    if(index.name2=="ig19"){
        alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
    }
    bus.dates <- alldates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]

    for(j in seq_along(bus.dates)){
        tradedate <- bus.dates[j]
        index1 <- load.index(index.name1, tenor1, tradedate)
        index2 <- load.index(index.name2, tenor2, tradedate)
        accrued2 <- cdsAccrued(tradedate, index2$tranches$running)
        mappedpv <- list()
        for(method in c("ATM", "TLP", "PM")){
            index2$rho <- adjust.skew(index1, index2, method)
            if(length(grep("ig", index2$name))>0){
                mappedpv[[method]] <- BCtranche.pv(index2, protection=TRUE)$bp + accrued2
            }else{
                mappedpv[[method]] <- BCtranche.pv(index2)$bp - accrued2
            }
        }
        row <- c(as.character(tradedate), index2$tranches$upfront, unlist(mappedpv)*100)
        if(j==1 && !args$update){
            headers <- c("date", paste(index2$name, row.names(index2$tranches), "Quotes"),
                         paste(index2$name, row.names(index2$tranches), "ATM PV"),
                         paste(index2$name, row.names(index2$tranches), "TLP PV"),
                         paste(index2$name, row.names(index2$tranches), "PM PV"))
            cat(paste(headers, collapse=","), "\n", file=filename)
        }
        cat(paste(row, collapse=","), "\n", file=filename, append=TRUE)
    }
}