blob: 0274bdf2fb9fc4c54d68dadab878cfc89dfc87b5 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
|
hy21:
maturity: 17885.0
coupon: 0.05
factor: 1.0
loss: 0.0e+00
recovery: 0.4
hy20:
maturity: 17702.0
coupon: 0.05
factor: 1.0
loss: 0.0e+00
recovery: 0.4
hy19:
maturity: 17520.0
coupon: 0.05
factor: 1.0
loss: 0.0e+00
recovery: 0.3
hy18:
maturity: 17337.0
coupon: 0.05
factor: 0.99
loss: 0.0082375
recovery: 0.3
hy17:
maturity: 17155.0
coupon: 0.05
factor: 0.96
loss: 0.027075
recovery: 0.3
defaulted:
- DYNHLD
- EK
- GM-ResCLLC
- PMI
hy15:
maturity: 16789.0
coupon: 0.05
factor: 0.96
loss: 0.026375
recovery: 0.3
hy10:
maturity: 16606.0
coupon: 0.05
factor: 0.83
loss: 0.1414
recovery: 0.3
|
