LifetimePD

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Variet Agent 0762fcc5d8 docs: session close — devlog, known-issues, verification xlsx

- known-issues: Zt sign convention bug, ECOS coverage
- devlog: 2026-03-11 (5 items)
- results: pipeline_verification.xlsx, transition_matrix_audit.xlsx

2026-03-11 08:06:11 +09:00

.agents

docs: session close — devlog, known-issues, verification xlsx

2026-03-11 08:06:11 +09:00

data

feat(tools): comprehensive pipeline verification Excel generator

2026-03-11 08:02:36 +09:00

doc

fix(ecos): correct all 6 ECOS API stat/item codes #task-292

2026-03-10 22:53:51 +09:00

docs

docs: session close — devlog, known-issues, verification xlsx

2026-03-11 08:06:11 +09:00

models

fix(critical): complete Zt sign alignment across all modules

2026-03-11 07:36:52 +09:00

output

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

projection

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

results

docs: session close — devlog, known-issues, verification xlsx

2026-03-11 08:06:11 +09:00

scenarios

fix(ecos): correct all 6 ECOS API stat/item codes #task-292

2026-03-10 22:53:51 +09:00

validation

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

.gitignore

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00

config.yaml

feat(data): parse 3-agency PDF transition matrices to CSV #task-290

2026-03-11 01:07:27 +09:00

main.py

feat(macro): comprehensive variable exploration, R²=0.028→0.747

2026-03-11 06:55:02 +09:00

requirements.txt

feat: Lifetime PD (50yr) - Belkin & Suchower + Vasicek model

2026-03-10 21:57:34 +09:00