diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/params.yml | 29 |
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 |
