hy19 <- list(maturity=as.Date("2017-12-20"),
             coupon=0.05,
             factor=1,
             loss=0,
             recovery=0.3)

hy18 <- list(maturity=as.Date("2017-06-20"),
             coupon=0.05,
             factor=0.99,
             loss=0.0082375,
             recovery=0.3)

hy17 <- list(maturity=as.Date("2016-12-20"),
             coupon=0.05,
             factor=0.96,
             loss=0.027075,
             recovery=0.3,
             defaulted=c("DYNHLD", "EK", "GM-ResCLLC", "PMI"))

hy15 <- list(maturity=as.Date("2015-12-20"),
             coupon=0.05,
             factor=0.96,
             loss=0.026375,
             recovery=0.3)