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_2022.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999484,0.000000,0.000000,0.000000,0.000000,0.000000,0.000516
AA,0.000000,0.979025,0.020248,0.000000,0.000000,0.000000,0.000727
A,0.000000,0.018144,0.971162,0.009072,0.000000,0.000000,0.001622
BBB,0.000000,0.000000,0.069035,0.897883,0.023048,0.000000,0.010035
BB,0.000000,0.000000,0.000000,0.000000,0.896069,0.086741,0.017190
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.939544,0.060456
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 0.999484 0.000000 0.000000 0.000000 0.000000 0.000000 0.000516
3 AA 0.000000 0.979025 0.020248 0.000000 0.000000 0.000000 0.000727
4 A 0.000000 0.018144 0.971162 0.009072 0.000000 0.000000 0.001622
5 BBB 0.000000 0.000000 0.069035 0.897883 0.023048 0.000000 0.010035
6 BB 0.000000 0.000000 0.000000 0.000000 0.896069 0.086741 0.017190
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.939544 0.060456
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000