aboutsummaryrefslogtreecommitdiffstats
path: root/R/index_definitions.yml
blob: 9dd30d2414e34e809b38790bc135dbd9ff47f64b (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
48
49
50
51
52
53
54
55
56
57
58
59
hy21:
  maturity: 17885.0
  coupon: 0.05
  factor: 0.99
  loss: 0.00915
  recovery: 0.4
  defaulted:
  - TXU-Texas
hy20:
  maturity: 17702.0
  coupon: 0.05
  factor: 0.99
  loss: 0.00915
  recovery: 0.4
  defaulted:
  - TXU-Texas
hy19:
  maturity: 17520.0
  coupon: 0.05
  factor: 0.99
  loss: 0.00915
  recovery: 0.4
  defaulted:
  - TXU-Texas
ig19:
  maturity: 17520
  coupon: 0.01
  factor: 1.0
  loss: 0.0
  recovery: 0.4
hy18:
  maturity: 17337.0
  coupon: 0.05
  factor: 0.98
  loss: 0.0173875
  recovery: 0.3
hy17:
  maturity: 17155.0
  coupon: 0.05
  factor: 0.95
  loss: 0.036225
  recovery: 0.3
  defaulted:
  - DYNHLD
  - EK
  - GM-ResCLLC
  - PMI
hy15:
  maturity: 16789.0
  coupon: 0.05
  factor: 0.95
  loss: 0.035525
  recovery: 0.3
hy10:
  maturity: 16606.0
  coupon: 0.05
  factor: 0.82
  loss: 0.1429
  recovery: 0.3