From a2e904751abc48ca76745a0905586ab56f5325ca Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Fri, 18 Jul 2014 11:43:31 -0400
Subject: wrong sign

---
 R/tranche_functions.R | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'R/tranche_functions.R')

diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index cf7d904..cf3df0f 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -750,7 +750,7 @@ BCtranche.corr01 <- function(index, eps=0.01){
     before <- BCtranche.pv(index)
     index$rho[-1] <- index$rho[-1]+eps
     after <- BCtranche.pv(index)
-    return(before$bp-after$bp)
+    return(after$bp-before$bp)
 }
 
 EL <- function(index, discounted=TRUE, shortened=0){
-- 
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