diff options
Diffstat (limited to 'R/cds_functions_generic.R')
| -rw-r--r-- | R/cds_functions_generic.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 73237276..b343dcde 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -607,7 +607,7 @@ tweakportfolio <- function(portfolio, epsilon, start.tweak=1L, end.tweak=NA, x@curve@hazardrates[range] <- x@curve@hazardrates[range] * (1+epsilon) x }) - }else{ + } else { ## we do a tweak to the spread r <- lapply(portfolio, function(x) { x@curve@hazardrates <- x@curve@hazardrates + epsilon / (1-x@recovery) |