diff options
Diffstat (limited to 'R/cds_functions_generic.R')
| -rw-r--r-- | R/cds_functions_generic.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 18342e07..10eebacd 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -414,7 +414,7 @@ cdsspread <- function(sc, maturity, recovery){ }
dcdspv <- function(cs, sc, recovery, index){
- if(is.missing(index)){
+ if(missing(index)){
return(dcouponleg(cs, sc)-ddefaultleg(cs, sc, recovery))
}else{
return ( dcouponleg(cs, sc, index) - ddefaultleg(cs, sc, recovery, index) )
@@ -426,7 +426,7 @@ bondpv <- function(cs, sc, recovery){ }
dbondpv <- function(cs, sc, recovery, index){
- if(is.missing(index)){
+ if(missing(index)){
return( dcontingentleg(cs, sc, recovery) + dcouponleg(cs, sc))
}else{
return( dcontingentleg(cs, sc, recovery, index)+dcouponleg(cs, sc, index) )
|