default: Standard & Poor's Default Data
In qrmdata: Data Sets for Quantitative Risk Management Practice
default R Documentation
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")
qrmdata documentation built on June 1, 2022, 9:06 a.m.
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| default | R Documentation |
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")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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