diff options
Diffstat (limited to 'R/build_scenarios.R')
| -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 b28f6ac1..577d6169 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -121,7 +121,7 @@ support <- seq(0, 1, length = Ngrid) recoverylag <- 90 ##days
## reinvestment parameters
## need to match parameters in build_portfolios.R
-reinvspread <- 0.025
+reinvspread <- 0.04
reinvfixed <- 0.07
basecase.rollingmaturity <- 84 ##months
reinvlag <- 3 ##months
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