diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 2f227bbd..bed9a4e3 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -36,7 +36,7 @@ source(file.path(root.dir, "code", "R", "optimization.R")) source(file.path(root.dir, "code", "R", "calibration.R"), chdir=TRUE)
source(file.path(root.dir, "code", "R", "serenitasdb.R"))
source(file.path(root.dir, "code", "R", "creditIndex.R"))
-library(lossdistrib)
+source(file.path(root.dir, "code", "R", "tranche_functions.R"))
for(i in seq_along(runs$name)){
index.name <- runs$name[i]
|