diff options
Diffstat (limited to 'tranche_functions.R')
| -rw-r--r-- | tranche_functions.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/tranche_functions.R b/tranche_functions.R index b5089b0d..d3b0510e 100644 --- a/tranche_functions.R +++ b/tranche_functions.R @@ -692,8 +692,8 @@ MFlossdist.joint <- function(cl, w, Z, rho, defaultprob, defaultprobmod, issuerw }
MFlossdist.prepay.joint <- function(cl, w, Z, rho, defaultprob, defaultprobmod,
- prepayprob, prepayprobmod, issuerweights, recov,
- Ngrid=2*length(issuerweights)+1, defaultflag=FALSE){
+ prepayprob, prepayprobmod, issuerweights, recov,
+ Ngrid=2*length(issuerweights)+1, defaultflag=FALSE){
## rowSums is the loss distribution
## colSums is the recovery distribution
## so that recovery is the y axis and L is the x axis
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