spdata.raw {QRMlib} | R Documentation |
The spdata.raw
timeSeries has 20 rows (dates) and 10 columns (obligors).
It contains default data for A, BBB, BB, B and C-rated companies for the years 1981 to 2000.
data(spdata.raw)
This timeSeries contains the following 10 columns:
Aobligors | number of A-rated companies |
Adefaults | number of A-rated companies defaulting in year |
BBBobligors | number of BBB-rated companies |
BBBdefaults | number of BBB-rated companies that default in year |
BBobligors | number of BB-rated companies |
BBdefaults | number of BB-rated companies that default in year |
Bobligors | number of B-rated companies |
Bdefaults | number of B-rated companies that default in year |
CCCobligors | number of CCC-rated companies |
CCCdefaults | number of CCC-rated companies that default in year |
There are 20 rows with values for the years from 1981 to 2000
Standard & Poors Credit Monitor
data(spdata.raw); attach(spdata.raw); BdefaultRate <- Bdefaults/Bobligors; #Get an array of BB default rates for the 20 years 1981-2000: BBdefaultRate <- BBdefaults/BBobligors; BBBdefaultRate <- BBBdefaults/BBBobligors; AdefaultRate <- Adefaults/Aobligors; CCCdefaultRate <- CCCdefaults/CCCobligors;