diff options
Diffstat (limited to 'cds_functions_generic.R')
| -rw-r--r-- | cds_functions_generic.R | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/cds_functions_generic.R b/cds_functions_generic.R index 45482212..ffa0e3c3 100644 --- a/cds_functions_generic.R +++ b/cds_functions_generic.R @@ -599,6 +599,5 @@ SPmatrix2 <- function(portfolio, dealdata){ DP[i,] <- approxfun(temp$dates, temp$defaultprob, rule=2)(T)
PP[i,] <- approxfun(temp$dates, temp$prepayprob, rule=2)(T)
}
- return(list(DP, PP))
+ return(list(DP=DP, PP=PP))
}
-
|