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/NICE_2008.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,0.000000,0.999268,0.000000,0.000000,0.000000,0.000000,0.000732
A,0.000000,0.039896,0.891954,0.066530,0.000000,0.000000,0.001619
BBB,0.000000,0.000000,0.115338,0.788466,0.076932,0.000000,0.019263
BB,0.000000,0.000000,0.000000,0.000000,0.913752,0.065268,0.020980
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.952192,0.047808
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 0.999268 0.000000 0.000000 0.000000 0.000000 0.000732
4 A 0.000000 0.039896 0.891954 0.066530 0.000000 0.000000 0.001619
5 BBB 0.000000 0.000000 0.115338 0.788466 0.076932 0.000000 0.019263
6 BB 0.000000 0.000000 0.000000 0.000000 0.913752 0.065268 0.020980
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.952192 0.047808
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000