diff options
| author | Karl Berry <karl@freefriends.org> | 2010-10-03 23:05:24 +0000 |
|---|---|---|
| committer | Karl Berry <karl@freefriends.org> | 2010-10-03 23:05:24 +0000 |
| commit | 2f9ee80b6a23be81d9a49efefff1de8bfc16c346 (patch) | |
| tree | b9534f77535365006903b87fb50f5c49e48ea33b /Master/texmf-dist/dvips/pst-math | |
| parent | 8e1c34b93f569a1cc946585835222762a0b3baf1 (diff) | |
pst-math 0.61 (2oct10)
git-svn-id: svn://tug.org/texlive/trunk@19987 c570f23f-e606-0410-a88d-b1316a301751
Diffstat (limited to 'Master/texmf-dist/dvips/pst-math')
| -rw-r--r-- | Master/texmf-dist/dvips/pst-math/pst-math.pro | 28 |
1 files changed, 2 insertions, 26 deletions
diff --git a/Master/texmf-dist/dvips/pst-math/pst-math.pro b/Master/texmf-dist/dvips/pst-math/pst-math.pro index ae1b1db1436..744610d0cdb 100644 --- a/Master/texmf-dist/dvips/pst-math/pst-math.pro +++ b/Master/texmf-dist/dvips/pst-math/pst-math.pro @@ -4,8 +4,8 @@ % Author : Christophe JORSSEN % Author : Herbert Voß <hvoss@tug.org> % Created the : Sat 20 March 2004 -% Last Mod : $Date: 2010/09/29 $ -% Version : 0.6 $ +% Last Mod : $Date: 2010/10/02 $ +% Version : 0.61 $ % /PI 3.14159265359 def /ENeperian 2.71828182846 def @@ -242,29 +242,5 @@ end } def %end{norminv Michael Sharpe} % -/vasicek{ %density=sqrt((1-R2)/R2)*exp(1/2*(norminv(x)2 - (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))2)) - 2 dict begin - /pd 0.22 def % (0,1) probability of default of portfolio - /R2 0.11 def % (0,1) R_Squared of portfolio - dup % x x - norminv % x norminv(x) - dup mul % x norminv(x)^2 - exch % norminv(x)2 x - norminv % norminv(x)2 norminv(x) - 1 R2 sub sqrt mul % norminv(x)2 sqrt(1-R2)*norminv(x) - pd norminv sub % norminv(x)2 sqrt(1-R2)*norminv(x)-norminv(pd) - R2 sqrt div % norminv(x)2 1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)) - dup mul % norminv(x)2 (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2 - sub % norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2 - 2 div % 1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2) - ENeperian exch exp % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2) - 1 R2 sub % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2) 1-R2 - R2 div % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2) (1-R2)/R2 - sqrt % exp(1/2*(norminv(x)2 -(1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))2) sqrt((1-R2)/R2) - mul % sqrt((1-R2)/R2)*exp(1/2*(norminv(x)2 - (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))2)) - end -} def -%end{vasicek density} -% % % END pst-math.pro |