diff options
| -rw-r--r-- | index_definitions.R | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/index_definitions.R b/index_definitions.R index 9e228a8a..71c61688 100644 --- a/index_definitions.R +++ b/index_definitions.R @@ -1,3 +1,9 @@ +hy19 <- list(maturity=as.Date("2017-12-20"),
+ coupon=0.05,
+ factor=1,
+ loss=0,
+ recovery=0.3)
+
hy18 <- list(maturity=as.Date("2017-06-20"),
coupon=0.05,
factor=0.99,
|