diff options
Diffstat (limited to 'R/tranche_functions.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){
|