spdata {QRM}

Standard and Poors Default Data

Description

The spdata timeSeries dataset contains default data for A, BBB, BB, B and C-rated companies for the years 1981 to 2000. In addition, the data set is also made available as a data.frame.

Usage

data(spdata)
data(spdata.df)

Source

Standard and Poors Credit Monitor

Examples

data(spdata)
head(spdata)