Variet Agent 87725b7c19 feat: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync

2026-03-11 17:30:06 +09:00

.agents

feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290

2026-03-11 15:53:38 +09:00

data

feat(data): add 6 new ECOS variables (건설투자/총고정자본형성/총저축률/국내총투자율/수출입GNI/제조업가동률) to 37-variable pool

2026-03-11 17:13:21 +09:00

doc

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

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

docs

feat: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync

2026-03-11 17:30:06 +09:00

models

feat: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync

2026-03-11 17:30:06 +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

feat(data): add 6 new ECOS variables (건설투자/총고정자본형성/총저축률/국내총투자율/수출입GNI/제조업가동률) to 37-variable pool

2026-03-11 17:13:21 +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: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync

2026-03-11 17:30:06 +09:00

main.py

feat: 3-variable macro model (USDKRW+RETAIL_SALES+INVEST_RATE), forced_vars support, methodology sync

2026-03-11 17:30:06 +09:00

requirements.txt

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

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

Description

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