diff options
Diffstat (limited to 'tranche_functions.R')
| -rw-r--r-- | tranche_functions.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/tranche_functions.R b/tranche_functions.R index 1b20fdc7..42597c68 100644 --- a/tranche_functions.R +++ b/tranche_functions.R @@ -156,7 +156,7 @@ lossdistribC <- function(p, w, S, lu){ recovdistC <- function(dp, pp, w, S, lu){
## C version of recovdist
- dyn.load("lossdistrib2.dll")
+ dyn.load("lossdistrib.dll")
.C("recovdist", as.double(dp), as.double(pp), as.integer(length(dp)),
as.double(w), as.double(S), as.double(lu), q = double(ceiling(1/lu+1)))$q
}
@@ -164,14 +164,14 @@ recovdistC <- function(dp, pp, w, S, lu){ lossdistribC.joint <- function(p, w, S, lu){
## C version of lossdistrib.joint, roughly 20 times faster
N <- ceiling(1/lu+1)
- dyn.load("lossdistrib2.dll")
+ dyn.load("lossdistrib.dll")
.C("lossdistrib_joint", as.double(p), as.integer(length(p)), as.double(w),
as.double(S), as.double(lu), q = matrix(0, N, N))$q
}
lossdistribprepayC.joint <- function(dp, pp, w, S, lu){
## C version of lossdistribprepay.joint
- dyn.load("lossdistrib2.dll")
+ dyn.load("lossdistrib.dll")
N <- ceiling(1/lu+1)
.C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
as.double(w), as.double(S), as.double(lu), q=matrix(0, N, N))$q
|