Variet/LifetimePD
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290

Browse Source
This commit is contained in:
Variet Agent
2026-03-11 15:53:38 +09:00
parent 0762fcc5d8
commit b8514c1251
235 changed files with 1729 additions and 1102 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
data/real_v2/AVG_1998.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.576715,0.338615,0.084670,0.000000,0.000000,0.000000
A,0.000000,0.000000,0.558401,0.439905,0.000000,0.000000,0.001694
BBB,0.000000,0.000000,0.017374,0.694019,0.205669,0.072355,0.010583
BB,0.000000,0.000000,0.000000,0.068283,0.515874,0.272203,0.143640
B,0.000000,0.000000,0.000000,0.000000,0.044442,0.561128,0.394430
D,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,1.000000
1 AAA AA A BBB BB B D
2 AAA 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.576715 0.338615 0.084670 0.000000 0.000000 0.000000
4 A 0.000000 0.000000 0.558401 0.439905 0.000000 0.000000 0.001694
5 BBB 0.000000 0.000000 0.017374 0.694019 0.205669 0.072355 0.010583
6 BB 0.000000 0.000000 0.000000 0.068283 0.515874 0.272203 0.143640
7 B 0.000000 0.000000 0.000000 0.000000 0.044442 0.561128 0.394430
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000