<br><font size=2 face="sans-serif">Michael, Herbert,</font>
<br><font size=2 face="sans-serif">Sorry for my late reply.</font>
<br>
<br><font size=2 face="sans-serif">@Michael: Thank you for your help. The
precision is good enough for my intention</font>
<br>
<br><font size=2 face="sans-serif">@Herbert: I think I have solved the
problem. The plot looks pretty nice :-) </font>
<br><font size=2 face="sans-serif">Is it possible for you to include a
norminv operator/function in some of your pstricks packages? I think there
are lots of users who would like to use this function</font>
<br>
<br><font size=2 face="sans-serif">%begin{norminv by Michael Sharpe}</font>
<br><font size=2 face="sans-serif">\pstVerb{ /c0 2.515517 def /c1 .802853
def /c2 .010328 def /d1 1.432788 def /d2 .189269 def /d3 .001308 def /inversenl
{neg 1 add 1 exch div ln 2 mul sqrt /t exch def /t2 t dup mul def /t3 t2
t mul def c0 c1 t mul add c2 t2 mul add 1 d1 t mul add d2 t2 mul add d3
t3 mul add div neg t add} def }</font>
<br><font size=2 face="sans-serif">%end{norminv Michael Sharpe}</font>
<br>
<br><font size=2 face="sans-serif">%begin{vasicek density}</font>
<br><font size=2 face="sans-serif">\pstVerb{</font>
<br><font size=2 face="sans-serif">/pd 0.22 def
%(0,1) probability of default of portfolio</font>
<br><font size=2 face="sans-serif">/R2 0.11 def
%(0,1) R_Squared of portfolio</font>
<br><font size=2 face="sans-serif">/e 2.718282 def</font>
<br><font size=2 face="sans-serif">/vasicek{
%density=sqrt((1-R2)/R2)*exp(1/2*(norminv(x)^2 - (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))^2))</font>
<br><font size=2 face="sans-serif">dup
%x x</font>
<br><font size=2 face="sans-serif">inversenl exec
%x norminv(x)</font>
<br><font size=2 face="sans-serif">dup mul
%x norminv(x)^2</font>
<br><font size=2 face="sans-serif">exch
%norminv(x)^2 x</font>
<br><font size=2 face="sans-serif">inversenl exec
%norminv(x)^2 norminv(x)</font>
<br><font size=2 face="sans-serif">1 R2 sub sqrt mul
%norminv(x)^2 sqrt(1-R2)*norminv(x)</font>
<br><font size=2 face="sans-serif">pd inversenl exec sub %norminv(x)^2
sqrt(1-R2)*norminv(x)-norminv(pd)</font>
<br><font size=2 face="sans-serif">R2 sqrt div
%norminv(x)^2 1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd))</font>
<br><font size=2 face="sans-serif">dup mul
%norminv(x)^2 (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2</font>
<br><font size=2 face="sans-serif">sub
%norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2</font>
<br><font size=2 face="sans-serif">2 div
%1/2*(norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2)</font>
<br><font size=2 face="sans-serif">e exch exp
%exp(1/2*(norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2)</font>
<br><font size=2 face="sans-serif">1 R2 sub
%exp(1/2*(norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2)
1-R2</font>
<br><font size=2 face="sans-serif">R2 div
%exp(1/2*(norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2)
(1-R2)/R2</font>
<br><font size=2 face="sans-serif">sqrt
%exp(1/2*(norminv(x)^2 - (1/sqrt(R2)*(sqrt(1-R2)*norminv(x)-norminv(pd)))^2)
sqrt((1-R2)/R2)</font>
<br><font size=2 face="sans-serif">mul
%sqrt((1-R2)/R2)*exp(1/2*(norminv(x)^2
- (1/sqrt(R2)*((sqrt(1-R2)*norminv(x)-norminv(pd)))^2))</font>
<br><font size=2 face="sans-serif">}def}</font>
<br><font size=2 face="sans-serif">%end{vasicek density}</font>
<br>
<br><font size=2 face="sans-serif">\psplot[plotpoints=200]{0}{0.9999}{x
vasicek exec}<br>
</font>
<br><font size=2 face="sans-serif">Kind regards,<br>
Matt</font>
<br>
<span style="font-family:'Microsoft Sans Serif',sans-serif; font-size:8pt; color:#000000">-- </span><br>
<br>
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