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_2021.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999475,0.000000,0.000000,0.000000,0.000000,0.000000,0.000525
AA,0.000000,0.992240,0.007042,0.000000,0.000000,0.000000,0.000718
A,0.000000,0.020189,0.978146,0.000000,0.000000,0.000000,0.001666
BBB,0.000000,0.000000,0.053517,0.936556,0.000000,0.000000,0.009927
BB,0.000000,0.000000,0.000000,0.000000,0.950993,0.031685,0.017322
B,0.000000,0.000000,0.000000,0.000000,0.058847,0.882305,0.058847
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 0.999475 0.000000 0.000000 0.000000 0.000000 0.000000 0.000525
3 AA 0.000000 0.992240 0.007042 0.000000 0.000000 0.000000 0.000718
4 A 0.000000 0.020189 0.978146 0.000000 0.000000 0.000000 0.001666
5 BBB 0.000000 0.000000 0.053517 0.936556 0.000000 0.000000 0.009927
6 BB 0.000000 0.000000 0.000000 0.000000 0.950993 0.031685 0.017322
7 B 0.000000 0.000000 0.000000 0.000000 0.058847 0.882305 0.058847
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000