Home › Forums › News and announcements › RORBwin version 6.32 › Reply To: RORBwin version 6.32
February 6, 2018 at 11:17 AM
#924
FCRDSru
Participant
Just a comment on the initial loss distribution in RORB. The list above says “The default Monte Carlo initial loss distribution now matches the values in Table 5.3.13 of Chapter 3, Book 5 of ARR2016”. This isn’t quite right. Table 5.3.13 has an error which has been fixed in RORB. Follow this link for more information.
- This reply was modified 6 years, 10 months ago by FCRDSru.