From 3b827f4cefcf47f45f82fa05716afda11f8ea20c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Mon, 25 Aug 2014 15:57:42 -0400 Subject: removed a line by mistake --- R/tranche_functions.R | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) (limited to 'R/tranche_functions.R') diff --git a/R/tranche_functions.R b/R/tranche_functions.R index 9592bd5..9f1d70b 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -1035,7 +1035,8 @@ MFlossdist.prepay.joint <- function(w, Z, rho, defaultprob, defaultprobmod, 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) + Q[t,,] <- lossdistC.prepay.jointZ(defaultprobmod[,t], prepayprobmod[,t], + issuerweights, S, Ngrid, defaultflag, rho, Z, w) } return( Q ) } -- cgit v1.2.3-70-g09d2