1 files changed, 13 insertions, 0 deletions
diff --git a/docs/tranche_factors.tex b/docs/tranche_factors.tex
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+++ b/docs/tranche_factors.tex
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+\documentclass[12pt]{article}
+\usepackage{amsmath}
+\usepackage{ifluatex}
+\usepackage{microtype}
+\DeclareMathOperator{\TL}{TL}
+\DeclareMathOperator{\TR}{TR}
+\begin{document}
+\[\TL(L, K_1, K_2) = (L - K_1)^+ - (L - K_2)^+\]
+\[\TR(R, K_1, K_2) = (R - 1 + K2)^+ - (R - 1 + K_1)^+\]
+\[S(L, R, K_1, K_2) = \frac{K_2 - K_1 - \TL(L, K_1, K_2)- \TR(L, K_1, K_2)}{K_2-K_1}\]
+\[L = L_0 + \tilde{L}\]
+
+\end{document}