recovery.assumptions:
  Loan: 0.6
  Senior Secured Loan: 0.6
  Senior Notes: 0.6
  SecondLien: 0.2
  Second Lien Loan: 0.2
  Bond: 0.3
  Mezzanine: 0.15
  Adj_Covlite: 0.1
  Credit Default Swap: 0.0e+00
cdoprices:
  Aaa: 96
  Aa: 90.0
  A: 85
  Baa: 75.0
  Ba: 60.0
  B: 40.0
  NR: 30.0
rollingmaturity: 2555.0
defaultedlag: 90.0
defaultcorr: 0.45
defaultbondhazardrate: 0.25
defaultloanhazardrate: 0.25
alpha: 0.10
beta: 15.0
shape: !expr |
  function (T)
  0.5 + (1 - 0.5) * (1 - exp(-T))
reinvflag: yes
reinvfloat: 0.035
reinvfixed: 0.07