default {qrmdata}

Standard & Poor's Default Data

Description

A three-dimensional array containing the default data for A-, BBB-, BB-, B- and C-rated companies for the years from 1981 to 2000.

Usage

data("SP_defaults")

Format

xts objects containing foreign exchange rates of Canadian Dollar (CAD_*), US Dollar (USD_*), British Pound (GBP_*), Euro (EUR_*), Swiss Francs (CHF_*), Japanese Yen (JPY_*), Chinese Yuan (CNY_*) with respect to USD (*_USD) and GBP (*_GBP) from 2000-01-01 to 2015-12-31.

Author(s)

Marius Hofert

Source

Standard & Poor's Credit Monitor

Examples

data("SP_defaults")