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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-09-05 13:46:48 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-09-05 13:46:48 -0400 |
| commit | c0174c5ae3df0020dbfb87750f58a436d33a5a4b (patch) | |
| tree | 743e0138da17cfb3f8a5c974bc0d8eaffe8a2b10 /R | |
| parent | 2ada385bf7041b8181f4dae77a62507821e4d27f (diff) | |
| download | lossdistrib-c0174c5ae3df0020dbfb87750f58a436d33a5a4b.tar.gz | |
shorter column name
Diffstat (limited to '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 4a45b2f..4d5abab 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -787,7 +787,7 @@ BCtranche.theta <- function(index, shortened=4, complement=FALSE, method="ATM"){ temp2 <- BCtranche.pv(index, complement=complement)
temp3 <- BCtranche.delta(index, complement=complement)
return(data.frame(theta=temp2$bp-temp$bp+index$tranches$running,
- forward.delta=temp3$delta))
+ fw.delta=temp3$delta))
}
BCtranche.delta <- function(index, complement=FALSE){
|