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_2010.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999490,0.000000,0.000000,0.000000,0.000000,0.000000,0.000510
AA,0.037490,0.961754,0.000000,0.000000,0.000000,0.000000,0.000756
A,0.000000,0.087767,0.910585,0.000000,0.000000,0.000000,0.001647
BBB,0.000000,0.000000,0.203256,0.696994,0.000000,0.087090,0.012660
BB,0.000000,0.000000,0.000000,0.000000,0.777833,0.000000,0.222167
B,0.000000,0.000000,0.000000,0.000000,0.038422,0.807719,0.153859
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 0.999490 0.000000 0.000000 0.000000 0.000000 0.000000 0.000510
3 AA 0.037490 0.961754 0.000000 0.000000 0.000000 0.000000 0.000756
4 A 0.000000 0.087767 0.910585 0.000000 0.000000 0.000000 0.001647
5 BBB 0.000000 0.000000 0.203256 0.696994 0.000000 0.087090 0.012660
6 BB 0.000000 0.000000 0.000000 0.000000 0.777833 0.000000 0.222167
7 B 0.000000 0.000000 0.000000 0.000000 0.038422 0.807719 0.153859
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000