diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-09-04 11:35:38 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2014-09-04 11:35:38 -0400 |
| commit | 7b3e8c8bc8e045601900d88bc962e1f91d1e4083 (patch) | |
| tree | 9e2db9fbae1d3c16fc411cf243bf589906c1d6a7 /R | |
| parent | 8a5b47eca72295e91737c7aeaad2f74739d6493a (diff) | |
| download | lossdistrib-7b3e8c8bc8e045601900d88bc962e1f91d1e4083.tar.gz | |
stupid type, should always be testing
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 3dd2388..135bfe5 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(list(thetas=temp2$bp-temp$bp+index$tranche.running,
- forward.deltas=delta=temp3$delta))
+ forward.deltas=temp3$delta))
}
BCtranche.delta <- function(index, complement=FALSE){
|