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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2014-06-16 17:51:49 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2014-06-16 17:51:49 -0400
commit6f4c38840d9fc2ebc7c909eeff418f97ba4a58a2 (patch)
treed7c0ba22b2d8dfb66ebfd40843ec8e92103a2abd /src/lossdistrib.c
parent48eeb4e9c3a47c8d161e717f7f5d3db997967fac (diff)
downloadlossdistrib-6f4c38840d9fc2ebc7c909eeff418f97ba4a58a2.tar.gz
fix the deltas computation when non constant tranche spread
code is quite ugly, need to make it better
Diffstat (limited to 'src/lossdistrib.c')
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