Variet Agent 8a0d6e7574 docs: update methodology with KAP-based PD floor values and WR->D correction logic

2026-03-11 16:22:08 +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 CCC interpolator module (7x7 -> 8x8 expansion)

2026-03-11 16:07:30 +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: update methodology with KAP-based PD floor values and WR->D correction logic

2026-03-11 16:22:08 +09:00

models

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

2026-03-11 15:53:38 +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): implement market-implied PD floor and 7x7 transition matrix parsing #task-290

2026-03-11 15:53:38 +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(pipeline): update transition_matrices and config for 7x7 Zt estimation

2026-03-11 16:00:07 +09:00

main.py

feat(pipeline): wire 7x7 Zt + 8x8 CCC expansion into main.py lifetime PD

2026-03-11 16:19:58 +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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