From 8a5b47eca72295e91737c7aeaad2f74739d6493a Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 4 Sep 2014 11:33:31 -0400
Subject: return better names

---
 R/tranche_functions.R | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

(limited to 'R')

diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index 97c0c72..3dd2388 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -786,8 +786,8 @@ BCtranche.theta <- function(index, shortened=4, complement=FALSE, method="ATM"){
     index$defaultprob <- index$defaultprob[,1:N]
     temp2 <- BCtranche.pv(index, complement=complement)
     temp3 <- BCtranche.delta(index, complement=complement)
-    return(list(theta=temp2$bp-temp$bp+index$tranche.running,
-                delta=temp3$delta))
+    return(list(thetas=temp2$bp-temp$bp+index$tranche.running,
+                forward.deltas=delta=temp3$delta))
 }
 
 BCtranche.delta <- function(index, complement=FALSE){
-- 
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