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/KR_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,0.000000,0.444444,0.444444,0.111111,0.000000,0.000000,0.000000
A,0.000000,0.000000,0.635247,0.362982,0.000000,0.000000,0.001771
BBB,0.000000,0.000000,0.052123,0.781841,0.104245,0.052123,0.009668
BB,0.000000,0.000000,0.000000,0.107188,0.464290,0.285682,0.142841
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.500000,0.500000
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 0.444444 0.444444 0.111111 0.000000 0.000000 0.000000
4 A 0.000000 0.000000 0.635247 0.362982 0.000000 0.000000 0.001771
5 BBB 0.000000 0.000000 0.052123 0.781841 0.104245 0.052123 0.009668
6 BB 0.000000 0.000000 0.000000 0.107188 0.464290 0.285682 0.142841
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.500000 0.500000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000