diff options
Diffstat (limited to 'R/script_calibrate_tranches.R')
| -rw-r--r-- | R/script_calibrate_tranches.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R index 4e321649..3291d8a8 100644 --- a/R/script_calibrate_tranches.R +++ b/R/script_calibrate_tranches.R @@ -124,7 +124,7 @@ for(l in 1:100){ cat(err,"\n")
}
-dist <- BClossdistC(p, issuerweights, recov, rho, Z, w.mod, Ngrid, n.int)
+dist <- BClossdistC(p, issuerweights, recov, rho, Z, w.mod, Ngrid)
write.table(data.frame(Z=Z, w=w.mod),
file=file.path(root.dir, "Scenarios", "Calibration",
|