diff options
Diffstat (limited to 'R/index_definitions.R')
| -rw-r--r-- | R/index_definitions.R | 42 |
1 files changed, 0 insertions, 42 deletions
diff --git a/R/index_definitions.R b/R/index_definitions.R deleted file mode 100644 index 2ed8a505..00000000 --- a/R/index_definitions.R +++ /dev/null @@ -1,42 +0,0 @@ -hy21 <- list(maturity=as.Date("2018-12-20"),
- coupon=0.05,
- factor=1,
- loss=0,
- recovery=0.4)
-
-hy20 <- list(maturity=as.Date("2018-06-20"),
- coupon=0.05,
- factor=1,
- loss=0,
- recovery=0.4)
-
-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,
- loss=0.0082375,
- recovery=0.3)
-
-hy17 <- list(maturity=as.Date("2016-12-20"),
- coupon=0.05,
- factor=0.96,
- loss=0.027075,
- recovery=0.3,
- defaulted=c("DYNHLD", "EK", "GM-ResCLLC", "PMI"))
-
-hy15 <- list(maturity=as.Date("2015-12-20"),
- coupon=0.05,
- factor=0.96,
- loss=0.026375,
- recovery=0.3)
-
-hy10 <- list(maturity=as.Date("2015-06-20"),
- coupon=0.05,
- factor=0.83,
- loss=0.1414,
- recovery=0.3)
|