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-rw-r--r--R/params.yml29
1 files changed, 0 insertions, 29 deletions
diff --git a/R/params.yml b/R/params.yml
deleted file mode 100644
index 42437ec8..00000000
--- a/R/params.yml
+++ /dev/null
@@ -1,29 +0,0 @@
-recovery.assumptions:
- Loan: 0.7
- Senior Notes: 0.7
- SecondLien: 0.3
- Bond: 0.4
- Mezzanine: 0.15
- Adj_Covlite: 0.1
- Credit Default Swap: 0.0e+00
-cdoprices:
- Aaa: 97.55
- Aa: 95.0
- A: 92.5
- Baa: 90.0
- Ba: 85.0
- B: 80.0
- NR: 70.0
-rollingmaturity: 2555.0
-defaultedlag: 90.0
-defaultcorr: 0.45
-defaultbondhazardrate: 0.25
-defaultloanhazardrate: 0.25
-alpha: 0.25
-beta: 15.0
-shape: !expr |
- function (T)
- 0.5 + (1 - 0.5) * (1 - exp(-T))
-reinvflag: yes
-reinvfloat: 0.04
-reinvfixed: 0.07