diff options
Diffstat (limited to 'R/tranche_functions.R')
| -rw-r--r-- | R/tranche_functions.R | 2 |
1 files changed, 0 insertions, 2 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 41d55295..e166b666 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -280,8 +280,6 @@ BCtranche.delta <- function(index, complement=FALSE) { deltas <- (bp[,2]-bp[,3])/(indexbp[2]-indexbp[3])*tranche.factor(index)/index$factor deltasplus <- (bp[,4]-bp[,1])/(indexbp[4]-indexbp[1])*tranche.factor(index)/index$factor - print(deltas) - print(deltasplus) gammas <- (deltasplus-deltas)/(indexbp[2]-indexbp[1])/100 return( data.frame(delta=deltas, gamma=gammas) ) |