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 167b3d91..706072ee 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -816,7 +816,7 @@ SPmatrix2 <- function(portfolio, dealdata, freq="3 months", startdate=Sys.Date() DP <- matrix(0, length(portfolio), length(dates))
PP <- matrix(0, length(portfolio), length(dates))
for(i in seq_along(portfolio)){
- temp <- DP2(portfolio[[i]]@curve, dates)
+ temp <- DP2(portfolio[[i]]@curve, dates, startdate)
DP[i,] <- temp$defaultprob
PP[i,] <- temp$prepayprob
colnames(DP) <- as.character(dates)
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