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 f1aa7179..d6623bd0 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -640,9 +640,9 @@ tweakcurves <- function(index, tradedate=Sys.Date()){ }
epsilon[i] <- optimize(f, c(-0.15, 0.15), index, tol=1e-6)$minimum
index$portfolio <- tweakportfolio(index$portfolio, epsilon[i], forward.tweak=forward.tweak)
+ cat("tweak = ", epsilon[i], "\n")
}
- cat("tweak = ", epsilon, "\n")
- return( list(portfolio=index$portfolio, epsilon=epsilon) )
+ return( list(portfolio=index$portfolio, basis=epsilon) )
}
survivalProbability1 <- function(startdate, date, survival.curve) {
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