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 e5d9cb50..38f7d329 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -92,7 +92,7 @@ set.tranchedata <- function(index, tradedate){ index$portfolio <- NULL index <- c(index, tweak) index$defaultprob <- 1 - SPmatrix(index$portfolio, index$cs$dates) - negprob <- which(index$defaultprob<0, arr.ind=T) + negprob <- which(index$defaultprob < 0, arr.ind=T) if(nrow(negprob) > 0){ stop(paste(index$portfolio[[negprob[1,1]]]@issuer, "has negative probability, check single names data")) } |