diff options
Diffstat (limited to 'R/cds_functions_generic.R')
| -rw-r--r-- | R/cds_functions_generic.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 19d27b19..e1fb7c1c 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -553,6 +553,7 @@ tweakcurves <- function(portfolio, index){ for(i in 1:length(portfolio)){
portfolio.new[[i]]@curve@hazardrates <- portfolio[[i]]@curve@hazardrates * (1 + epsilon)
}
+ cat("tweak = ", epsilon, "\n")
return( portfolio.new )
}
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