diff options
| -rw-r--r-- | R/build_scenarios.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 58bdd3e4..6fcfe618 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -64,7 +64,7 @@ for(j in seq_along(dealnames)){ ppmod <- MFupdate.probC(-Z, w, deal.portfolio$beta, pp)
dist.joint <- MFlossdist.prepay.joint(w, Z, deal.portfolio$beta, dp, dpmod, pp, ppmod,
deal.weights, 1-S, Ngrid)
-
+ dist.joint <- pmax(dist.joint, 0)
distDR <- dist.transform(dist.joint)
## compute E(R|D)
R <- matrix(0, Ngrid, dim(distDR)[1])
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