From adf5f229e7858c6b9967c57fe978bb823dc53c14 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 20 Aug 2014 16:48:34 -0400
Subject: n.credit wasn't declared

---
 R/tranche_functions.R | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

(limited to 'R')

diff --git a/R/tranche_functions.R b/R/tranche_functions.R
index 787d64a..ca8f98c 100644
--- a/R/tranche_functions.R
+++ b/R/tranche_functions.R
@@ -1054,7 +1054,8 @@ MFrecovery <- function(index, defaultprobmod){
     return( Rstoch )
 }
 
-MFdist <- function(index){
+MFlossdist <- function(index){
+    n.credit <- length(index$issuerweights)
     rho <- rep(0.45, n.credit)
     defaultprobmod <- MFupdate.probC(index$Z, index$w.mod, rho, index$defaultprob)
     n.credit <- length(index$issuerweights)
-- 
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