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/SCI_2004.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999425,0.000000,0.000000,0.000000,0.000000,0.000000,0.000575
AA,0.099883,0.849197,0.050006,0.000000,0.000000,0.000000,0.000914
A,0.000000,0.079839,0.878563,0.039919,0.000000,0.000000,0.001679
BBB,0.000000,0.000000,0.171104,0.779252,0.038009,0.000000,0.011634
BB,0.000000,0.000000,0.000000,0.199970,0.650015,0.049955,0.100060
B,0.000000,0.000000,0.000000,0.071474,0.000000,0.714231,0.214295
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 0.999425 0.000000 0.000000 0.000000 0.000000 0.000000 0.000575
3 AA 0.099883 0.849197 0.050006 0.000000 0.000000 0.000000 0.000914
4 A 0.000000 0.079839 0.878563 0.039919 0.000000 0.000000 0.001679
5 BBB 0.000000 0.000000 0.171104 0.779252 0.038009 0.000000 0.011634
6 BB 0.000000 0.000000 0.000000 0.199970 0.650015 0.049955 0.100060
7 B 0.000000 0.000000 0.000000 0.071474 0.000000 0.714231 0.214295
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000