diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibration.R b/R/calibration.R index 97b06ed4..0b54590f 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -66,7 +66,7 @@ set.tranchedata <- function(index, tradedate){ index$defaultprob <- 1 - SPmatrix(index$portfolio, length(index$cs$dates)) negprob <- which(index$defaultprob<0, arr.ind=T) if(nrow(negprob)>0){ - stop(paste(index$portfolio[[negprob[1,]]]@issuer, "has negative probability, check single names data")) + stop(paste(index$portfolio[[negprob[1,1]]]@issuer, "has negative probability, check single names data")) } K <- c(0, temp$detach/100) index$K <- adjust.attachments(K, index$loss, index$factor) |