diff options
Diffstat (limited to 'R/tranche_functions.R')
| -rw-r--r-- | R/tranche_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 0bccdf02..d1052ef0 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -512,7 +512,7 @@ MFrecovery <- function(index, defaultprobmod){ MFlossdist <- function(index){ n.credit <- length(index$issuerweights) rho <- rep(0.45, n.credit) - defaultprobmod <- MFupdate.probC(index$Z, index$w.mod, rho, index$defaultprob) + defaultprobmod <- MFupdate.prob(index$Z, index$w.mod, rho, index$defaultprob) n.credit <- length(index$issuerweights) n.int <- length(index$Z) Rstoch <- MFrecovery(index, defaultprobmod) |