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_2016.csv Normal file
View File

@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999481,0.000000,0.000000,0.000000,0.000000,0.000000,0.000519
AA,0.000000,0.983219,0.016039,0.000000,0.000000,0.000000,0.000742
A,0.000000,0.000000,0.972342,0.026054,0.000000,0.000000,0.001603
BBB,0.000000,0.000000,0.141056,0.846730,0.000000,0.000000,0.012215
BB,0.000000,0.000000,0.000000,0.000000,0.842158,0.105228,0.052614
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.874953,0.125047
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 0.999481 0.000000 0.000000 0.000000 0.000000 0.000000 0.000519
3 AA 0.000000 0.983219 0.016039 0.000000 0.000000 0.000000 0.000742
4 A 0.000000 0.000000 0.972342 0.026054 0.000000 0.000000 0.001603
5 BBB 0.000000 0.000000 0.141056 0.846730 0.000000 0.000000 0.012215
6 BB 0.000000 0.000000 0.000000 0.000000 0.842158 0.105228 0.052614
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.874953 0.125047
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000