From 2aa4adce263003c6dfed75cc2c1ea6214b3006e4 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 20 Aug 2014 15:29:17 -0400
Subject: pass a scalar

---
 R/tranche_functions.R | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

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 )
-- 
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