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_2017.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999491,0.000000,0.000000,0.000000,0.000000,0.000000,0.000509
AA,0.000000,0.999286,0.000000,0.000000,0.000000,0.000000,0.000714
A,0.000000,0.011102,0.942660,0.044406,0.000000,0.000000,0.001832
BBB,0.000000,0.000000,0.041136,0.946272,0.000000,0.000000,0.012591
BB,0.000000,0.000000,0.000000,0.000000,0.921949,0.057677,0.020374
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.928571,0.071429
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 0.999491 0.000000 0.000000 0.000000 0.000000 0.000000 0.000509
3 AA 0.000000 0.999286 0.000000 0.000000 0.000000 0.000000 0.000714
4 A 0.000000 0.011102 0.942660 0.044406 0.000000 0.000000 0.001832
5 BBB 0.000000 0.000000 0.041136 0.946272 0.000000 0.000000 0.012591
6 BB 0.000000 0.000000 0.000000 0.000000 0.921949 0.057677 0.020374
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.928571 0.071429
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000