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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-08-20 16:48:34 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-08-20 16:48:34 -0400 |
| commit | adf5f229e7858c6b9967c57fe978bb823dc53c14 (patch) | |
| tree | b9351632dcd37ac9d82526db90057dcdad090955 | |
| parent | e3f29ddde286c4011590ad83916777b3e519f8c7 (diff) | |
| download | lossdistrib-adf5f229e7858c6b9967c57fe978bb823dc53c14.tar.gz | |
n.credit wasn't declared
| -rw-r--r-- | R/tranche_functions.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 787d64a..ca8f98c 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1054,7 +1054,8 @@ MFrecovery <- function(index, defaultprobmod){ return( Rstoch )
}
-MFdist <- function(index){
+MFlossdist <- function(index){
+ n.credit <- length(index$issuerweights)
rho <- rep(0.45, n.credit)
defaultprobmod <- MFupdate.probC(index$Z, index$w.mod, rho, index$defaultprob)
n.credit <- length(index$issuerweights)
|