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 6bba5091..96463a43 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -554,7 +554,7 @@ 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$price<2){
+ if(collateral$price<3){
cat("price is too low\n")
sc <- new("shapedcurve", h=1e6, shape=shape, alpha=alpha, beta=beta)
return( shapedtodpc(cs, sc, startdate) )
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