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-rw-r--r--build_SC.R8
1 files changed, 4 insertions, 4 deletions
diff --git a/build_SC.R b/build_SC.R
index 8565edec..43cf2907 100644
--- a/build_SC.R
+++ b/build_SC.R
@@ -313,11 +313,11 @@ buildSC.portfolio <- function(dealname, global.params, startdate=today()) {
stonln1.portfolio <- buildSC.portfolio("stonln1", global.params)
A <- SPmatrix2(stonln1.portfolio$SC, getdealdata("stonln1"))
S <- 1 - sapply(stonln1.portfolio$SC, attr, "recov")
-w <- stonln1.portfolio$notional/sum(stonln1.portfolio$notional) * S
-w <- w * length(w)
+w <- stonln1.portfolio$notional/sum(stonln1.portfolio$notional)
lu <- 0.01
-test <- lossrecovdist(A$DP[,39], A$PP[,39], w, lu, useC=FALSE)
+test <- lossrecovdist(A$DP[,39], A$PP[,39], w, S, lu, useC=FALSE)
+test2 <- lossdistribprepayC.joint(A$DP[,39], A$PP[,39], w, S, lu)
+
-pomme2 <- lossdistrib3(A$DP[,39], w/length(w), lu)
defaultprob <- A$DP[,39]
prepayprob <- A$PP[,39]