r - 没有正确读取函数

Question

我认为我没有正确编写此代码，因为它在函数中找不到正确的代码：

comp_spread_CDS = function(loss, vec_ZC_prem, vec_ZC_def, vec_prob_suv_prem, vec_prob_surv_def)
  
  {
    nb_payment = lenght(vec__VC_prem)
    nb_step = lengh(vec_ZC_def)
  
    vec_prob_surv_prem_eff = vec_prob_surv_prem + c(1, vec_prob_surv_prem[1 :(nb_payment - 1)])
  
    vec_tenor = rep(tenor, nb_payment)
 
    vec_prob_def = c(1, vec_prob_surv_def[1:(nb_step-1)]) - vec_prob_surv_def
  
    annuity = 0.5 * sum(vec_ZC_prem * vec_prob_surv_prem_eff * vec_tenor)
  
    leg_def = los * sum( vec_ZC_def * vec_prob_def)
  
    spread_CDS = leg_def / annuity
  
    return(spread_CDS)
  }
  
base = 10000
notional = 100
maturity = 5
recovery = 40/100
loss = 1 - recovery

int_rate = 3/100
intensity = 180/base

tenor = 3/12
time_step = 1/360


nb_payment = maturity/ tenor

nb_payment

nb_step = maturity/time_step

nb_step

c(1, vec_prob_surv_prem[1: nb_payment-1])

vec_prob_surv_prem_eff

结果，它告诉我 R 找不到该对象。

vec_prob_surv_prem_eff Erreur : 对象 'vec_prob_surv_prem_eff' introuvable

谢谢您的帮助

真挚地，

标签： r