1 files changed, 2 insertions, 0 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R
index fc8b303a..f1aa7179 100644
--- a/R/cds_functions_generic.R
+++ b/R/cds_functions_generic.R
@@ -741,6 +741,8 @@ SPmatrix2 <- function(portfolio, dealdata, freq="3 months", startdate=Sys.Date()
         temp <- DP2(portfolio[[i]]@curve, dates)
         DP[i,] <- temp$defaultprob
         PP[i,] <- temp$prepayprob
+        colnames(DP) <- as.character(dates)
+        colnames(PP) <- as.character(dates)
     }
     return(list(DP=DP, PP=PP))
 }