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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-08-20 15:29:17 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-08-20 15:29:17 -0400 |
| commit | 2aa4adce263003c6dfed75cc2c1ea6214b3006e4 (patch) | |
| tree | 3603ad2af61ef04c8424814d5f8fcd3afddd2b93 /R/tranche_functions.R | |
| parent | c8f3641e59b3bcc147b4b5d8e8861338878bae5b (diff) | |
| download | lossdistrib-2aa4adce263003c6dfed75cc2c1ea6214b3006e4.tar.gz | |
pass a scalar
Diffstat (limited to 'R/tranche_functions.R')
| -rw-r--r-- | R/tranche_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 32a4859..9b971f2 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1004,7 +1004,7 @@ MFrecovery <- function(index, defaultprobmod){ for(t in 1:ncol(index$defaultprob)){
for(i in 1:n.credit){
Rstoch[i,,t] <- stochasticrecovC(index$recov[i], 0, index$Z, index$w.mod,
- rho, index$defaultprob[i,t], defaultprobmod[i,t])
+ rho[i], index$defaultprob[i,t], defaultprobmod[i,t])
}
}
return( Rstoch )
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