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authorKarl Berry <karl@freefriends.org>2010-10-03 23:05:24 +0000
committerKarl Berry <karl@freefriends.org>2010-10-03 23:05:24 +0000
commit2f9ee80b6a23be81d9a49efefff1de8bfc16c346 (patch)
treeb9534f77535365006903b87fb50f5c49e48ea33b /Master/texmf-dist/dvips
parent8e1c34b93f569a1cc946585835222762a0b3baf1 (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')
-rw-r--r--Master/texmf-dist/dvips/pst-math/pst-math.pro28
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