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 c11b68d0..2fb11238 100644 --- a/tranche_functions.R +++ b/tranche_functions.R @@ -573,7 +573,7 @@ MFupdate.prob <- function(Z, w, rho, defaultprob){ return( p )
}
-MFlossdistrib <- function(cl, cs, w, rho, defaultprob, p, issuerweights,
+MFlossdistrib <- function(w, rho, defaultprob, p, issuerweights,
Ngrid=2*length(issuerweights)+1){
## computes the loss and recovery distribution using the modified factor distribution
n.credit <- length(issuerweights)
@@ -598,7 +598,7 @@ MFlossdistrib <- function(cl, cs, w, rho, defaultprob, p, issuerweights, return( list(L=L, R=R) )
}
-MFlossdistrib2 <- function(cl, cs, w, rho, defaultprob, p, issuerweights,
+MFlossdistrib2 <- function(cl, w, rho, defaultprob, p, issuerweights,
Ngrid=2*length(issuerweights)+1){
## rowSums is the loss distribution
## colSums is the recovery distribution
|