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-rw-r--r--R/tranche_functions.R2
1 files changed, 1 insertions, 1 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index 58a08189..9e6e7c74 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -404,7 +404,7 @@ dist.transform <- function(dist.joint){
distDR[t,index,j] <- distDR[t,index,j] + dist.joint[t,i,j]
}else{
distDR[t,Ngrid,j] <- distDR[t,Ngrid,j] +
- dist.joint[t,i,j] * index * 0.005
+ dist.joint[t,i,j]
}
}
}