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 4cc9ba73..99709832 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -266,7 +266,7 @@ BCtranche.delta <- function(index, complement=FALSE){ }else{ newindex <- index newindex$portfolio <- tweakportfolio(newindex$portfolio, x) - newindex$defaultprob <- 1 - SPmatrix(newindex$portfolio, length(index$cs$dates)) + newindex$defaultprob <- 1 - SPmatrix(newindex$portfolio, index$cs$dates) return(newindex) } }) |