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_2003.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999623,0.000000,0.000000,0.000000,0.000000,0.000000,0.000377
AA,0.085783,0.799804,0.113638,0.000000,0.000000,0.000000,0.000775
A,0.000000,0.026005,0.908793,0.049032,0.000000,0.014547,0.001623
BBB,0.000000,0.000000,0.077388,0.891533,0.020185,0.000000,0.010894
BB,0.000000,0.000000,0.011905,0.073811,0.735706,0.128565,0.050014
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.913226,0.086774
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 0.999623 0.000000 0.000000 0.000000 0.000000 0.000000 0.000377
3 AA 0.085783 0.799804 0.113638 0.000000 0.000000 0.000000 0.000775
4 A 0.000000 0.026005 0.908793 0.049032 0.000000 0.014547 0.001623
5 BBB 0.000000 0.000000 0.077388 0.891533 0.020185 0.000000 0.010894
6 BB 0.000000 0.000000 0.011905 0.073811 0.735706 0.128565 0.050014
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.913226 0.086774
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000