From 7b3e8c8bc8e045601900d88bc962e1f91d1e4083 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 4 Sep 2014 11:35:38 -0400 Subject: stupid type, should always be testing --- 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 3dd2388..135bfe5 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -787,7 +787,7 @@ BCtranche.theta <- function(index, shortened=4, complement=FALSE, method="ATM"){ temp2 <- BCtranche.pv(index, complement=complement) temp3 <- BCtranche.delta(index, complement=complement) return(list(thetas=temp2$bp-temp$bp+index$tranche.running, - forward.deltas=delta=temp3$delta)) + forward.deltas=temp3$delta)) } BCtranche.delta <- function(index, complement=FALSE){ -- cgit v1.2.3-70-g09d2