From b995b41f254cbf2eddd9cb0f243933edf713f3e4 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 16 May 2014 10:47:39 -0400 Subject: remove stray character --- 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 7ef68e1..5764281 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -723,7 +723,7 @@ EL <- function(index){ ## given the default curves and recovery ## should be very close to the protection leg of the portfolio of cds ## index should be a list with issuerweights, recov, defaultprob and cs parameters - ELvec <- as.numeric(crossprod(index$issuerweights * (1-index$recov), index$defaultprob)) + ELvec <- as.numeric(crossprod(index$issuerweights * (1-index$recov), index$defaultprob)) return( sum(index$cs$df*diff(c(0, ELvec))) ) } -- cgit v1.2.3-70-g09d2