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load("/home/share/CorpCDOs/Scenarios/Intex Curves_2015-11-30/csv/wthrs4.RData")
wthrs4.dist <- dist.joint
load("/home/share/CorpCDOs/Scenarios/Intex Curves_2015-11-30/csv/saturn.RData")
saturn.dist <- dist.joint
##5 year
ggplot() +
geom_line(aes(x=support, y=rowSums(wthrs4.dist[17,,]), colour='Whitehorse IV')) +
geom_line(aes(x=support, y=rowSums(saturn.dist[17,,]), colour='Saturn CLO')) +
ylab("loss density")+xlab("percentage of loss") +
geom_vline(aes(colour='Market assumption', xintercept=0.03)) +
annotate("text", x=0.5, y=0.025, label="T=5 year", size=4) +
annotate("text", x=0.5, y=0, label="2 CDR, 70% recovery", colour="#F8766D", size=4) +
labs(colour="") +
theme(legend.position="bottom")
ggsave("Loss distribution.png", width=4.35, height=4)
##ggsave("Loss distribution.png")
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