I am wondering how to get the Price, Yield, Default Prob, and the average recovery as shown on the graph (e.g, the price for senior is 131.83, yield is 0.0601, default prob is 0.001, and the avg recovery is 0.8571), I tried to plug the numbers into the formulas as shown in the graph but can’t get the same answer. Besides, is there any specific rules for determining the size of each tranche, or just randomly put a number into each tranch? Thanks a lot for helping me!
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