diff options
| -rw-r--r-- | R/tranche_functions.R | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 306947e4..482d6237 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -274,10 +274,8 @@ lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){ if(!is.loaded("lossdistrib_prepay_joint")){
dyn.load(file.path(root.dir, "code", "R", paste0("lossdistrib", .Platform$dynlib.ext)))
}
- r <- .C("lossdistrib_prepay_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
- as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
- as.double(Z), as.double(wZ), as.integer(length(Z)), q=matrix(0, N, N))$q
-
+ r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
+ as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q=matrix(0, N, N))$q
return(r)
}
|