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_2016.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,0.000000,0.991718,0.007563,0.000000,0.000000,0.000000,0.000719
A,0.000000,0.009274,0.961427,0.027716,0.000000,0.000000,0.001582
BBB,0.000000,0.000000,0.085854,0.858807,0.042994,0.000000,0.012345
BB,0.000000,0.000000,0.052682,0.000000,0.789409,0.105227,0.052682
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.950527,0.049473
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 0.991718 0.007563 0.000000 0.000000 0.000000 0.000719
4 A 0.000000 0.009274 0.961427 0.027716 0.000000 0.000000 0.001582
5 BBB 0.000000 0.000000 0.085854 0.858807 0.042994 0.000000 0.012345
6 BB 0.000000 0.000000 0.052682 0.000000 0.789409 0.105227 0.052682
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.950527 0.049473
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000