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_2004.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999421,0.000000,0.000000,0.000000,0.000000,0.000000,0.000579
AA,0.081663,0.884953,0.032542,0.000000,0.000000,0.000000,0.000842
A,0.000000,0.105243,0.855610,0.037377,0.000000,0.000000,0.001770
BBB,0.000000,0.000000,0.117345,0.848821,0.022715,0.000000,0.011119
BB,0.000000,0.000000,0.000000,0.180925,0.580971,0.033318,0.204786
B,0.000000,0.000000,0.000000,0.067996,0.025653,0.691059,0.215292
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 0.999421 0.000000 0.000000 0.000000 0.000000 0.000000 0.000579
3 AA 0.081663 0.884953 0.032542 0.000000 0.000000 0.000000 0.000842
4 A 0.000000 0.105243 0.855610 0.037377 0.000000 0.000000 0.001770
5 BBB 0.000000 0.000000 0.117345 0.848821 0.022715 0.000000 0.011119
6 BB 0.000000 0.000000 0.000000 0.180925 0.580971 0.033318 0.204786
7 B 0.000000 0.000000 0.000000 0.067996 0.025653 0.691059 0.215292
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000