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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 hy23 by hy25
* in calibrate_tranches_MF.R, replace hy23 with hy25
* in load_cf.R replace hy23 with hy25
Update serie after default
--------------------------
Everything should be done right by running the script
``handle_default.py``. This is an example run after Sabine Oil
Default::
python handle_default.py 103944 2015-06-23 15.875 100
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