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 2cb53efc..9af140f4 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -568,7 +568,7 @@ bondhazardrate.shaped <- function(collateral, shape, R=0.4, alpha=0.25, beta=15, sc <- new("shapedcurve", h=0.05, shape=shape, alpha=alpha, beta=beta) eps <- 1e-8 counter <- 0 - if(collateral$price<3){ + if(collateral$price < 3){ cat("price is too low\n") sc <- new("shapedcurve", h=1e6, shape=shape, alpha=alpha, beta=beta) return( shapedtodpc(cs, sc, startdate) ) |