diff options
| -rw-r--r-- | R/index_definitions.yml | 59 |
1 files changed, 0 insertions, 59 deletions
diff --git a/R/index_definitions.yml b/R/index_definitions.yml deleted file mode 100644 index 9dd30d24..00000000 --- a/R/index_definitions.yml +++ /dev/null @@ -1,59 +0,0 @@ -hy21: - maturity: 17885.0 - coupon: 0.05 - factor: 0.99 - loss: 0.00915 - recovery: 0.4 - defaulted: - - TXU-Texas -hy20: - maturity: 17702.0 - coupon: 0.05 - factor: 0.99 - loss: 0.00915 - recovery: 0.4 - defaulted: - - TXU-Texas -hy19: - maturity: 17520.0 - coupon: 0.05 - factor: 0.99 - loss: 0.00915 - recovery: 0.4 - defaulted: - - TXU-Texas -ig19: - maturity: 17520 - coupon: 0.01 - factor: 1.0 - loss: 0.0 - recovery: 0.4 -hy18: - maturity: 17337.0 - coupon: 0.05 - factor: 0.98 - loss: 0.0173875 - recovery: 0.3 -hy17: - maturity: 17155.0 - coupon: 0.05 - factor: 0.95 - loss: 0.036225 - recovery: 0.3 - defaulted: - - DYNHLD - - EK - - GM-ResCLLC - - PMI -hy15: - maturity: 16789.0 - coupon: 0.05 - factor: 0.95 - loss: 0.035525 - recovery: 0.3 -hy10: - maturity: 16606.0 - coupon: 0.05 - factor: 0.82 - loss: 0.1429 - recovery: 0.3 |
