From 86f4198f0dcdc666f6fc9f2a18be4b131c2d41c3 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 27 Apr 2017 13:11:20 -0400 Subject: fix comment --- src/lossdistrib.c | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) (limited to 'src/lossdistrib.c') diff --git a/src/lossdistrib.c b/src/lossdistrib.c index bc39451..e09c9bf 100644 --- a/src/lossdistrib.c +++ b/src/lossdistrib.c @@ -36,8 +36,9 @@ void GHquad(const int* n, double* Z, double* w) { free(V); } -void lossdistrib(const double *p, const int *np, const double *w, const double *S, const int *N, - const int* T, const int *defaultflag, double *q) { +void lossdistrib(const double *p, const int *np, const double *w, + const double *S, const int *N, const int* T, + const int *defaultflag, double *q) { /* recursive algorithm with first order correction for computing the loss distribution. p vector of default probabilities @@ -45,6 +46,7 @@ void lossdistrib(const double *p, const int *np, const double *w, const double * w issuer weights S vector of severities (should be same length as p) N number of ticks in the grid + T where we truncate the distribution. defaultflag if true compute the default distribution q the loss distribution */ openblas_set_num_threads(1); -- cgit v1.2.3-70-g09d2