diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/cds_functions_generic.R | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 47a8d489..3bbc8a01 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -586,7 +586,11 @@ portfoliospread <- function(portfolio, maturity){ S <- cdsspread(it$creditcurve@curve, it$maturity, it$creditcurve@recovery)
c(d * S * it$notional, d * it$notional)
}
- return(sum(data[,1])/sum(data[,2]))
+ if(is.null(dim(data))){
+ return(data[1]/data[2])
+ }else{
+ return(sum(data[,1])/sum(data[,2]))
+ }
}
portfolioduration <- function(portfolio, maturity){
|