diff options
Diffstat (limited to 'tranche_functions.R')
| -rw-r--r-- | tranche_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/tranche_functions.R b/tranche_functions.R index d3b0510e..31956193 100644 --- a/tranche_functions.R +++ b/tranche_functions.R @@ -210,7 +210,7 @@ lossdist.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){ weights2 <- c((i+1-x)*(j2+1-y2), (i+1-x)*(y2-j2), (x-i)*(y2-j2), (j2+1-y2)*(x-i))
ppsplit <- pp[k] * weights2
}else{
- ppsplit <- ppk[k] * c(j2+1-y2, y2-j2)
+ ppsplit <- pp[k] * c(j2+1-y2, y2-j2)
}
qtemp <- matrix(0, N, N)
qtemp[(i+1):N,(j1+1):N] <- qtemp[(i+1):N,(j1+1):N] + dpsplit[1] * q[1:(N-i),1:(N-j1)]
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