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 cf7d904..cf3df0f 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -750,7 +750,7 @@ BCtranche.corr01 <- function(index, eps=0.01){ before <- BCtranche.pv(index)
index$rho[-1] <- index$rho[-1]+eps
after <- BCtranche.pv(index)
- return(before$bp-after$bp)
+ return(after$bp-before$bp)
}
EL <- function(index, discounted=TRUE, shortened=0){
|