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_2007.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999484,0.000000,0.000000,0.000000,0.000000,0.000000,0.000516
AA,0.023201,0.929500,0.046514,0.000000,0.000000,0.000000,0.000785
A,0.000000,0.036331,0.943569,0.018165,0.000000,0.000000,0.001935
BBB,0.000000,0.000000,0.167524,0.807337,0.015249,0.000000,0.009890
BB,0.000000,0.000000,0.000000,0.000000,0.770329,0.192525,0.037146
B,0.000000,0.000000,0.000000,0.000000,0.104777,0.838490,0.056732
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 0.999484 0.000000 0.000000 0.000000 0.000000 0.000000 0.000516
3 AA 0.023201 0.929500 0.046514 0.000000 0.000000 0.000000 0.000785
4 A 0.000000 0.036331 0.943569 0.018165 0.000000 0.000000 0.001935
5 BBB 0.000000 0.000000 0.167524 0.807337 0.015249 0.000000 0.009890
6 BB 0.000000 0.000000 0.000000 0.000000 0.770329 0.192525 0.037146
7 B 0.000000 0.000000 0.000000 0.000000 0.104777 0.838490 0.056732
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000