diff options
| -rw-r--r-- | R/cds_functions_generic.R | 1 |
1 files changed, 0 insertions, 1 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 9b8dd4f3..4b79372d 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -566,7 +566,6 @@ portfoliospread <- function(portfolio, maturity){ }
for(i in seq_along(portfolio$SC)){
if(length(portfolio$SC[[i]]@curve@hazardrates)==0||maturityvec[i]<=portfolio$SC[[i]]@startdate){
- S <- S + 0
d[i] <- 0
## Svec[i] <- 0
}else{
|
