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_2020.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999492,0.000000,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.978366,0.020916,0.000000,0.000000,0.000000,0.000718
A,0.000000,0.018499,0.961406,0.018499,0.000000,0.000000,0.001596
BBB,0.000000,0.000000,0.000000,0.989740,0.000000,0.000000,0.010260
BB,0.000000,0.000000,0.000000,0.000000,0.981593,0.000000,0.018407
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.949977,0.050023
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 0.999492 0.000000 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.978366 0.020916 0.000000 0.000000 0.000000 0.000718
4 A 0.000000 0.018499 0.961406 0.018499 0.000000 0.000000 0.001596
5 BBB 0.000000 0.000000 0.000000 0.989740 0.000000 0.000000 0.010260
6 BB 0.000000 0.000000 0.000000 0.000000 0.981593 0.000000 0.018407
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.949977 0.050023
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000