Variet/LifetimePD
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Variet Agent b8514c1251 feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290
2026-03-11 15:53:38 +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): implement market-implied PD floor and 7x7 transition matrix parsing #task-290
2026-03-11 15:53:38 +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(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290
2026-03-11 15:53:38 +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(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
Description
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