diff options
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 32a4859..9b971f2 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1004,7 +1004,7 @@ MFrecovery <- function(index, defaultprobmod){ for(t in 1:ncol(index$defaultprob)){
for(i in 1:n.credit){
Rstoch[i,,t] <- stochasticrecovC(index$recov[i], 0, index$Z, index$w.mod,
- rho, index$defaultprob[i,t], defaultprobmod[i,t])
+ rho[i], index$defaultprob[i,t], defaultprobmod[i,t])
}
}
return( Rstoch )
|