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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
ig19:
maturity: 17520
coupon: 0.01
factor: 1.0
loss: 0.0
recovery: 0.4
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
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