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_2017.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,0.000000,0.999247,0.000000,0.000000,0.000000,0.000000,0.000753
A,0.000000,0.000000,0.948301,0.049885,0.000000,0.000000,0.001814
BBB,0.000000,0.000000,0.000000,0.989512,0.000000,0.000000,0.010488
BB,0.000000,0.000000,0.000000,0.000000,0.975185,0.000000,0.024815
B,0.000000,0.000000,0.000000,0.000000,0.105718,0.845857,0.048426
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 0.999247 0.000000 0.000000 0.000000 0.000000 0.000753
4 A 0.000000 0.000000 0.948301 0.049885 0.000000 0.000000 0.001814
5 BBB 0.000000 0.000000 0.000000 0.989512 0.000000 0.000000 0.010488
6 BB 0.000000 0.000000 0.000000 0.000000 0.975185 0.000000 0.024815
7 B 0.000000 0.000000 0.000000 0.000000 0.105718 0.845857 0.048426
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000