From 2ada385bf7041b8181f4dae77a62507821e4d27f Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 5 Sep 2014 11:40:43 -0400 Subject: singular everyhere --- R/tranche_functions.R | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/R/tranche_functions.R b/R/tranche_functions.R index ed7fb91..4a45b2f 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -786,8 +786,8 @@ BCtranche.theta <- function(index, shortened=4, complement=FALSE, method="ATM"){ index$defaultprob <- index$defaultprob[,1:N] temp2 <- BCtranche.pv(index, complement=complement) temp3 <- BCtranche.delta(index, complement=complement) - return(list(thetas=temp2$bp-temp$bp+index$tranches$running, - forward.deltas=temp3$delta)) + return(data.frame(theta=temp2$bp-temp$bp+index$tranches$running, + forward.delta=temp3$delta)) } BCtranche.delta <- function(index, complement=FALSE){ @@ -819,7 +819,7 @@ BCtranche.delta <- function(index, complement=FALSE){ deltasplus <- (bp[,4]-bp[,1])/(indexbp[4]-indexbp[1])*tranche.factor(index)/index$factor gammas <- (deltasplus-deltas)/(indexbp[2]-indexbp[1])/100 - return( list(deltas=deltas, gammas=gammas) ) + return( data.frame(delta=deltas, gamma=gammas) ) } MFtranche.delta <- function(index){ -- cgit v1.2.3-70-g09d2