diff options
Diffstat (limited to '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 77759777..0660febf 100644 --- a/R/index_definitions.R +++ b/R/index_definitions.R @@ -28,3 +28,9 @@ hy15 <- list(maturity=as.Date("2015-12-20"), 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)
|