diff options
Diffstat (limited to '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 9592bd5..9f1d70b 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1035,7 +1035,8 @@ MFlossdist.prepay.joint <- function(w, Z, rho, defaultprob, defaultprobmod, Q <- array(0, dim=c(ncol(defaultprob), Ngrid, Ngrid))
for(t in 1:ncol(defaultprob)){
S <- 1 - Rstoch[,,t]
- Q[t,,] <- lossdistC.prepay.jointZ(defaultprobmod[,t], prepayprobmod[,t], issuerweights)
+ Q[t,,] <- lossdistC.prepay.jointZ(defaultprobmod[,t], prepayprobmod[,t],
+ issuerweights, S, Ngrid, defaultflag, rho, Z, w)
}
return( Q )
}
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