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recovery.assumptions:
Loan: 0.7
Senior Secured Loan: 0.7
Senior Notes: 0.7
SecondLien: 0.3
Second Lien Loan: 0.3
Bond: 0.4
Mezzanine: 0.15
Adj_Covlite: 0.1
Credit Default Swap: 0.0e+00
cdoprices:
Aaa: 97.55
Aa: 95.0
A: 92.5
Baa: 90.0
Ba: 85.0
B: 80.0
NR: 70.0
rollingmaturity: 2555.0
defaultedlag: 90.0
defaultcorr: 0.45
defaultbondhazardrate: 0.25
defaultloanhazardrate: 0.25
alpha: 0.15
beta: 15.0
shape: !expr |
function (T)
0.5 + (1 - 0.5) * (1 - exp(-T))
reinvflag: yes
reinvfloat: 0.035
reinvfixed: 0.07
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