diff options
Diffstat (limited to 'R/index_definitions.R')
| -rw-r--r-- | R/index_definitions.R | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/R/index_definitions.R b/R/index_definitions.R index 0660febf..2ed8a505 100644 --- a/R/index_definitions.R +++ b/R/index_definitions.R @@ -1,3 +1,9 @@ +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,
|