LifetimePD

Files

Variet Agent d61c538308 fix(critical): complete Zt sign alignment across all modules

Fixed ALL instances of (d - sqrt_rho*z) -> (d + sqrt_rho*z):
- models/vasicek.py: conditional_transition_matrix() (used by lifetime PD)
- data/transition_matrices.py: _generate_model_consistent_matrix()
- models/credit_cycle.py: already fixed in previous commit

Added sign convention docs:
- vasicek.py conditional_pd() uses Basel convention (Z↑=loss↑)
- conditional_transition_matrix() uses Belkin convention (Z↑=호황)
- Both conventions documented in module docstrings

Pipeline 8/8 validation pass after fix

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

real

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

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

__init__.py

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

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

export_audit.py

fix(critical): Zt sign convention — align with Belkin & Suchower (1998)

2026-03-11 07:30:15 +09:00

macro_analysis.py

refactor(macro): sign-consistent re-analysis, rate DIFF only