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_2023.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.984881,0.014939,0.000000,0.000000,0.000000,0.000000,0.000180
AA,0.012431,0.966915,0.019160,0.000345,0.000192,0.000192,0.000764
A,0.000000,0.046798,0.924098,0.017846,0.000981,0.008184,0.002094
BBB,0.000000,0.000324,0.121507,0.834928,0.015282,0.011934,0.016026
BB,0.000000,0.000000,0.007813,0.059788,0.738123,0.096016,0.098260
B,0.000000,0.000000,0.000000,0.009755,0.004878,0.747686,0.237681
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 0.984881 0.014939 0.000000 0.000000 0.000000 0.000000 0.000180
3 AA 0.012431 0.966915 0.019160 0.000345 0.000192 0.000192 0.000764
4 A 0.000000 0.046798 0.924098 0.017846 0.000981 0.008184 0.002094
5 BBB 0.000000 0.000324 0.121507 0.834928 0.015282 0.011934 0.016026
6 BB 0.000000 0.000000 0.007813 0.059788 0.738123 0.096016 0.098260
7 B 0.000000 0.000000 0.000000 0.009755 0.004878 0.747686 0.237681
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000