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How to recompile openblas
-------------------------
Some notes about how to recompile packages from unstable:
`<http://wiki.debian.org/DebianUnstable>`_
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
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