[R] Package build help - thanks

Glenn Schultz glennmschultz at me.com
Sun Mar 22 15:11:09 CET 2015

Hello All,

I have finally addressed all the cmd issues with my package build "bondlab."  I would like to thank everyone that took the time to answer my questions.  I have the following question:  Currently the package has a non-standard directory/folder structure.  The non-standard folders are listed below.  I use connections to open and close directories during an analysis run.  I don't think having these directories in the bondlab directory is a long term viable option as the number of mortgage and REMIC cusips is well over 2 million.  My question is two parts:

First part, what do you believe is the best way to store these objects as blobs (everything is serialized) in a database or in a folder structure residing on the local machine.
In the event I first start with a folder structure on a local machine.  Is it possible to instruct R to create the directory and move the examples to the appropriate folder?  For example, could I create a folder data and then move each of the below folders to data and on install move the "data folders" to say a bondlabdata folder?
Best Regards,

Non Standard Folders are below
BondData - bond objects (S4) identified by cusip with structural information: coupon, payment dates, etc...
Groups - collateral group data: (S4) identifies the underlying collateral group of a mortgage REMIC
PrepaymentModel - S4 object which holds mortgage prepayment model tuning parameters
RatesData - holds swap rate curve history
RDME - REMIC Disclosure Month End (S4): updated REMIC information 
REMICData - REMIC structures (S4) 
Scenario - Interest rate scenarios (S4) for total return analysis
Schedules - structure elements (S4) for REMIC (PAC Schedules, etc)
Tranches - Tranches for REMIC structure tool (S4)
Waterfall - source - cash allocation rules for REMIC cash flow

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