Preamble
--------

In everything that follows the paths are relative from
our directory ``//WDSENTINEL/share/CorpCDOs``.

Load data from intex
--------------------

we need to fill up three tables:
- cusip_universe table and the et_collateral
- et_collateral
- clo_universe

This is driven by the ``clo_universe.xslx`` file in the data directory.
It contains a clean deals tab. These deals need to be pasted as a
portfolio in intex. I use a custom layout in the portfolio to export
the column we need.

First thing is to export the data as a text file from the portfolio
tab and save it as ``clo_universe_intex_%Y-%m-%d.txt`` in the data
directory. It can be loaded in the clo_universe table by using the
python script: ``code/python/clo_universe.py``. It needs to be edited so
that it loads the correct date.

Next we go the Collat Detail tab in Collateral, make sure Asset detail
is selected, and export all bonds to a text file. It probably needs to
be cut in a few chunks. We extract the zip file generated by intex in
a folder inside ``./`` named ``Collaterals_%Y-%m%d``. It should be the same
date as for the ``clo_universe_intex_%Y-%m-%d.txt`` file.



Steps to build the model
------------------------

- first we need to calibrate the implied factor distribution. This is done
  by using ``calibrate_tranches.R`` inside code
-