From 92c0f4f2f537ce167325b7c8d2713a7633cd0770 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Fri, 5 Sep 2014 10:40:28 -0400
Subject: update due to new organisation of index object

---
 R/tranche_functions.R | 8 ++++----
 1 file changed, 4 insertions(+), 4 deletions(-)

diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index 135bfe5..ed7fb91 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -683,7 +683,7 @@ BCtranche.pv <- function(index, protection=FALSE, complement=FALSE){
     }
     dK <- diff(index$K)
     plvec <- diff(pl)/dK
-    clvec <- diff(cl)/dK*index$tranche.running
+    clvec <- diff(cl)/dK*index$tranches$running
     if(complement){
         plvec <- -plvec
         clvec <- -clvec
@@ -706,7 +706,7 @@ MFtranche.pv <- function(index, dist, protection=FALSE){
     }
     dK <- diff(index$K)
     plvec <- pl/dK
-    clvec <- cl/dK*index$tranche.running
+    clvec <- cl/dK*index$tranches$running
     if(protection){
         bp <- -plvec-clvec
     }else{
@@ -786,7 +786,7 @@ 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$tranche.running,
+    return(list(thetas=temp2$bp-temp$bp+index$tranches$running,
                 forward.deltas=temp3$delta))
 }
 
@@ -796,7 +796,7 @@ BCtranche.delta <- function(index, complement=FALSE){
     ## if complement is False, then computes deltas bottom-up
     ## if complement is True, then computes deltas top-down
     eps <- 1e-4
-    index$Ngrid <- 301 ## for gamma computations we need all the precision we can get
+    index$N <- 301 ## for gamma computations we need all the precision we can get
     ## we build a lit of 4 indices with various shocks
     index.list <- lapply(c(0, eps, -eps, 2*eps), function(x){
         if(x==0){
-- 
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