diff options
Diffstat (limited to 'R/index_definitions.yml')
| -rw-r--r-- | R/index_definitions.yml | 47 |
1 files changed, 47 insertions, 0 deletions
diff --git a/R/index_definitions.yml b/R/index_definitions.yml new file mode 100644 index 00000000..0274bdf2 --- /dev/null +++ b/R/index_definitions.yml @@ -0,0 +1,47 @@ +hy21: + maturity: 17885.0 + coupon: 0.05 + factor: 1.0 + loss: 0.0e+00 + recovery: 0.4 +hy20: + maturity: 17702.0 + coupon: 0.05 + factor: 1.0 + loss: 0.0e+00 + recovery: 0.4 +hy19: + maturity: 17520.0 + coupon: 0.05 + factor: 1.0 + loss: 0.0e+00 + recovery: 0.3 +hy18: + maturity: 17337.0 + coupon: 0.05 + factor: 0.99 + loss: 0.0082375 + recovery: 0.3 +hy17: + maturity: 17155.0 + coupon: 0.05 + factor: 0.96 + loss: 0.027075 + recovery: 0.3 + defaulted: + - DYNHLD + - EK + - GM-ResCLLC + - PMI +hy15: + maturity: 16789.0 + coupon: 0.05 + factor: 0.96 + loss: 0.026375 + recovery: 0.3 +hy10: + maturity: 16606.0 + coupon: 0.05 + factor: 0.83 + loss: 0.1414 + recovery: 0.3 |