diff options
Diffstat (limited to 'R/index_definitions.yml')
| -rw-r--r-- | R/index_definitions.yml | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/R/index_definitions.yml b/R/index_definitions.yml index 0274bdf2..11fffaae 100644 --- a/R/index_definitions.yml +++ b/R/index_definitions.yml @@ -16,6 +16,12 @@ hy19: factor: 1.0 loss: 0.0e+00 recovery: 0.3 +ig19: + maturity: 17520 + coupon: 0.01 + factor: 1.0 + loss: 0.0 + recovery: 0.4 hy18: maturity: 17337.0 coupon: 0.05 |