diff options
Diffstat (limited to 'src')
| -rw-r--r-- | src/lossdistrib.c | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/src/lossdistrib.c b/src/lossdistrib.c index 5c70e44..ce4b662 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -428,7 +428,7 @@ void shockprobvec2(const double p, const double rho, const double* Z, const int } } -double shockseverity(double S, double Z, double rho, double p){ +double shockseverity(double S, double rho, double Z, double p){ if(p == 0.) { return 0; } else if (rho == 0.) { @@ -589,7 +589,7 @@ void BCloss_recov_dist(const double *defaultprob, const int *dim1, const int *di for(int j = 0; j < (*dim1); j++) { double g = defaultprob[j + (*dim1) * t]; gshocked[j] = shockprob(g, rho[j], Z[i], 0); - Sshocked[j] = shockseverity(1-recov[j], Z[i], rho[j], g); + Sshocked[j] = shockseverity(1-recov[j], rho[j], Z[i], g); Rshocked[j] = 1 - Sshocked[j]; } lossdistrib(gshocked, dim1, issuerweights, Sshocked, N, N, defaultflag, @@ -665,7 +665,7 @@ void BCloss_recov_trunc(const double *defaultprob, const int *dim1, const int *d for(int j = 0; j < (*dim1); j++){ g = defaultprob[j + (*dim1) * t]; gshocked[j] = shockprob(g, rho[j], Z[i], 0); - Sshocked[j] = shockseverity(1-recov[j], Z[i], rho[j], g); + Sshocked[j] = shockseverity(1-recov[j], rho[j], Z[i], g); gshockedbar[j] = 1 - gshocked[j]; Rshocked[j] = 1 - Sshocked[j]; } |