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Diffstat (limited to 'python/analytics/tranche_functions.py')
| -rw-r--r-- | python/analytics/tranche_functions.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_functions.py b/python/analytics/tranche_functions.py index 499bbc7e..40ea259d 100644 --- a/python/analytics/tranche_functions.py +++ b/python/analytics/tranche_functions.py @@ -258,7 +258,7 @@ def trancheloss(L, K1, K2): def trancherecov(R, K1, K2): return np.maximum(R - 1 + K2, 0) - np.maximum(R - 1 + K1, 0) -def tranche_cl(L, R, cs, K1, K2, scaled = False): +def tranche_cl(L, R, cs, K1, K2, scaled=False): if(K1 == K2): return 0 else: |