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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2019-02-05 11:05:10 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2019-02-05 11:05:10 -0500 |
| commit | 6d9774a855c7a5fc85908d6104c0c717b9fd819a (patch) | |
| tree | f3950d4bfc333be08957e2ad129c96489868c79d /src/lossdistrib.c | |
| parent | 69d12d4599b693e6a96d0c46c9dc0845f0a6ac32 (diff) | |
| download | lossdistrib-6d9774a855c7a5fc85908d6104c0c717b9fd819a.tar.gz | |
change order of parameters to make it more regular
Diffstat (limited to 'src/lossdistrib.c')
| -rw-r--r-- | src/lossdistrib.c | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/src/lossdistrib.c b/src/lossdistrib.c index 5c70e44..ce4b662 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -428,7 +428,7 @@ void shockprobvec2(const double p, const double rho, const double* Z, const int } } -double shockseverity(double S, double Z, double rho, double p){ +double shockseverity(double S, double rho, double Z, double p){ if(p == 0.) { return 0; } else if (rho == 0.) { @@ -589,7 +589,7 @@ void BCloss_recov_dist(const double *defaultprob, const int *dim1, const int *di for(int j = 0; j < (*dim1); j++) { double g = defaultprob[j + (*dim1) * t]; gshocked[j] = shockprob(g, rho[j], Z[i], 0); - Sshocked[j] = shockseverity(1-recov[j], Z[i], rho[j], g); + Sshocked[j] = shockseverity(1-recov[j], rho[j], Z[i], g); Rshocked[j] = 1 - Sshocked[j]; } lossdistrib(gshocked, dim1, issuerweights, Sshocked, N, N, defaultflag, @@ -665,7 +665,7 @@ void BCloss_recov_trunc(const double *defaultprob, const int *dim1, const int *d for(int j = 0; j < (*dim1); j++){ g = defaultprob[j + (*dim1) * t]; gshocked[j] = shockprob(g, rho[j], Z[i], 0); - Sshocked[j] = shockseverity(1-recov[j], Z[i], rho[j], g); + Sshocked[j] = shockseverity(1-recov[j], rho[j], Z[i], g); gshockedbar[j] = 1 - gshocked[j]; Rshocked[j] = 1 - Sshocked[j]; } |
