How to recompile openblas ------------------------- Some notes about how to recompile packages from unstable: ``_ Openblas with Sandybridge target support is available in the experimental repository in debian. I recompiled it as follows: TARGET=SANDYBRIDGE USE_OPENMP=1 apt-get -b source openblas By default, it uses pthreads, instead of openmp, which was interfering 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