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_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,0.000000,0.999261,0.000000,0.000000,0.000000,0.000000,0.000739
A,0.000000,0.064463,0.912427,0.021451,0.000000,0.000000,0.001660
BBB,0.000000,0.000000,0.123257,0.780426,0.000000,0.082222,0.014095
BB,0.000000,0.000000,0.000000,0.151019,0.830773,0.000000,0.018209
B,0.000000,0.000000,0.000000,0.000000,0.047675,0.619041,0.333284
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 0.000000 0.999261 0.000000 0.000000 0.000000 0.000000 0.000739
4 A 0.000000 0.064463 0.912427 0.021451 0.000000 0.000000 0.001660
5 BBB 0.000000 0.000000 0.123257 0.780426 0.000000 0.082222 0.014095
6 BB 0.000000 0.000000 0.000000 0.151019 0.830773 0.000000 0.018209
7 B 0.000000 0.000000 0.000000 0.000000 0.047675 0.619041 0.333284
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000