diff options
Diffstat (limited to 'R/tranche_functions.R')
| -rw-r--r-- | R/tranche_functions.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 787d64a..ca8f98c 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1054,7 +1054,8 @@ MFrecovery <- function(index, defaultprobmod){ return( Rstoch )
}
-MFdist <- function(index){
+MFlossdist <- function(index){
+ n.credit <- length(index$issuerweights)
rho <- rep(0.45, n.credit)
defaultprobmod <- MFupdate.probC(index$Z, index$w.mod, rho, index$defaultprob)
n.credit <- length(index$issuerweights)
|