From ab75289ea2856b37e15e98b7fd70860f9723696f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Mon, 25 Aug 2014 13:35:53 -0400
Subject: small cleanups

---
 R/tranche_functions.R | 32 ++++++++++++++++----------------
 1 file changed, 16 insertions(+), 16 deletions(-)

diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index ca8f98c..9592bd5 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -296,25 +296,27 @@ lossdistC.jointZ <- function(dp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
             as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
 }
 
-lossdistC.prepay.joint <- function(dp, pp, w, S, N, defaultflag=FALSE){
+lossdistC.prepay.jointblas <- function(dp, pp, w, S, N, defaultflag=FALSE){
     ## C version of lossdist.prepay.joint
-    r <- .C("lossdistrib_prepay_joint", as.double(dp), as.double(pp), as.integer(length(dp)),
+    r <- .C("lossdistrib_prepay_joint_blas", as.double(dp), as.double(pp), as.integer(length(dp)),
             as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), q=matrix(0, N, N))$q
     return(r)
 }
 
 lossdistC.prepay.jointZ <- function(dp, pp, w, S, N, defaultflag = FALSE, rho, Z, wZ){
-  ## N is the size of the grid
-  ## dp is of size n.credits
-  ## pp is of size n.credits
-  ## w is of size n.credits
-  ## S is of size n.credits by nZ
-  ## rho is a double
-  ## Z is a vector of length nZ
-  ## w is a vector if length wZ
+    ## N is the size of the grid
+    ## dp is of size n.credits
+    ## pp is of size n.credits
+    ## w is of size n.credits
+    ## S is of size n.credits by nZ
+    ## rho is a vector of doubles of size n.credits
+    ## Z is a vector of length nZ
+    ## w is a vector if length wZ
+
     r <- .C("lossdistrib_prepay_joint_Z", as.double(dp), as.double(pp), as.integer(length(dp)),
             as.double(w), as.double(S), as.integer(N), as.logical(defaultflag), as.double(rho),
-            as.double(Z), as.double(wZ), as.integer(length(Z)), q = matrix(0, N, N))$q
+            as.double(Z), as.double(wZ), as.integer(length(Z)), output = matrix(0,N,N))
+    return(r$output)
 }
 
 lossrecovdist <- function(defaultprob, prepayprob, w, S, N, defaultflag=FALSE, useC=TRUE){
@@ -1030,13 +1032,11 @@ MFlossdist.prepay.joint <- function(w, Z, rho, defaultprob, defaultprobmod,
                                        defaultprob[i,t], defaultprobmod[i,t])
     }
   }
-
   Q <- array(0, dim=c(ncol(defaultprob), Ngrid, Ngrid))
   for(t in 1:ncol(defaultprob)){
-    S <- 1 - Rstoch[,,t]
-    Q[t,,] <- lossdistC.prepay.jointZ(defaultprobmod[,t], prepayprobmod[,t], issuerweights,
-                                      S, Ngrid, defaultflag, rho, Z, w)
-    }
+      S <- 1 - Rstoch[,,t]
+      Q[t,,] <- lossdistC.prepay.jointZ(defaultprobmod[,t], prepayprobmod[,t], issuerweights)
+  }
   return( Q )
 }
 
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