diff options
Diffstat (limited to 'R/build_scenarios.R')
| -rw-r--r-- | R/build_scenarios.R | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 82c58562..47fc40f3 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -138,6 +138,10 @@ for(deal.name in dealnames){ }
}
}
+ recov.adj <- 0.925
+ ## need to adjust the recover because intex has some embedded amortization assumptions
+ ## that we can't turn off
+ scenariosr <- scenariosr * recov.adj
intexrecov <- matrix(0, n.scenarios, dim(distDR)[1])
for(i in 1:dim(distDR)[1]){
if(i==1){
@@ -151,7 +155,7 @@ for(deal.name in dealnames){ ## linear approximation for monthly scenarios
deal.data <- getdealdata(deal.name)
deal.datesmonthly <- getdealschedule(deal.data, "1 month")
- deal.datesmonthlylagged <- getdealschedule(deal.data, "1 month", workdate, 90)
+ deal.datesmonthlylagged <- getdealschedule(deal.data, "1 month", workdate, 92)
cdrmonthly <- matrix(0, n.scenarios, length(deal.datesmonthly))
recoverymonthly <- matrix(0, n.scenarios, length(deal.datesmonthly))
for(i in 1:n.scenarios){
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