1 files changed, 26 insertions, 0 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index 4650c19b..ef13d4ff 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -241,6 +241,16 @@ lossdistC <- function(p, w, S, N, defaultflag=FALSE){
        as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q = double(N))$q
 }
 
+lossdistCZ <- function(p, w, S, N, defaultflag=FALSE, rho, Z, wZ){
+    if(!is.loaded("lossdistrib_Z")){
+        dyn.load(file.path(root.dir, "code", "R", paste0("lossdistrib", .Platform$dynlib.ext)))
+    }
+    .C("lossdistrib_Z", as.double(p), as.integer(length(p)),
+       as.double(w), as.double(S), as.integer(N), as.logical(defaultflag),
+       as.double(rho), as.double(Z), as.double(wZ), as.integer(length(Z)),
+       q = matrix(0, N, length(Z)))$q
+}
+
 lossdistC.truncated <- function(p, w, S, N, T=N){
     ## C version of lossdistrib2, roughly 50 times faster
     if(!is.loaded("lossdistrib_truncated")){
@@ -269,6 +279,22 @@ lossdistC.joint <- function(p, w, S, N, defaultflag=FALSE){
        as.double(S), as.integer(N), as.logical(defaultflag), q = matrix(0, N, N))$q
 }
 
+lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
+  ## N is the size of the grid
+  ## dp is of size n.credits
+  ## w is of size n.credits
+  ## S is of size n.credits by nZ
+  ## rho is a double
+  ## Z is a vector of length nZ
+  ## w is a vector if length wZ
+    if(!is.loaded("lossdistrib_joint_Z")){
+        dyn.load(file.path(root.dir, "code", "R", paste0("lossdistrib", .Platform$dynlib.ext)))
+    }
+    r <- .C("lossdistrib_joint_Z", as.double(dp), as.integer(length(dp)),
+            as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
+            as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
+}
+
 lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
     ## C version of lossdist.prepay.joint
     if(!is.loaded("lossdistrib_prepay_joint")){