diff options
| -rw-r--r-- | R/build_portfolios.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 3d6e4a26..2a012265 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -69,7 +69,7 @@ global.params$defaultbondhazardrate <- 2500 * bps global.params$defaultloanhazardrate <- 2500 * bps
global.params$alpha <- 0.25
global.params$beta <- 15
-global.params$shape <- function(T)0.25+(1-exp(-T/5))
+global.params$shape <- function(T)0.75+(1-0.75)*(1-exp(-T/5))
global.params$reinvflag <- TRUE
cusipdata <- cusip.data()
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