From c0174c5ae3df0020dbfb87750f58a436d33a5a4b Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 5 Sep 2014 13:46:48 -0400 Subject: shorter column name --- 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 4a45b2f..4d5abab 100644 --- a/R/tranche_functions.R +++ b/R/tranche_functions.R @@ -787,7 +787,7 @@ BCtranche.theta <- function(index, shortened=4, complement=FALSE, method="ATM"){ temp2 <- BCtranche.pv(index, complement=complement) temp3 <- BCtranche.delta(index, complement=complement) return(data.frame(theta=temp2$bp-temp$bp+index$tranches$running, - forward.delta=temp3$delta)) + fw.delta=temp3$delta)) } BCtranche.delta <- function(index, complement=FALSE){ -- cgit v1.2.3-70-g09d2