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feat: Introduce short-term rating translation strategies #24

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merged 3 commits into from
Nov 24, 2022

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Introduces three distinct strategies to translate short-term ratings into scores and vice versa:

  • Strategy 1 (best): Optimistic approach: Always choose the best possible short-term rating.
  • Strategy 2 (base-case): Base-case approach: Always choose the short-term rating that a rating agency would usually assign if there aren't any special liquidity issues (positive or negative).
  • Strategy 3 (worst): Conservative approach: Always choose the worst possible short-term rating.

Closes #23

Introduces three distinct strategies to translate short-term ratings
into scores and vice versa:

- Strategy 1 (best):
Optimistic approach: Always choose the best possible short-term rating.
- Strategy 2 (base-case):
Base-case approach: Always choose the short-term rating that a rating
agency would usually assign if there aren't any special liquidity
issues (positive or negative).
- Strategy 3 (worst):
Conservative approach: Always choose the worst possible short-term
rating.

Closes #23
@a-vester a-vester added the enhancement New feature or request label Nov 23, 2022
Code now checks if user has submitted correct `short_term_strategies`.
@deepakparashar1987 deepakparashar1987 merged commit bd7d641 into main Nov 24, 2022
@deepakparashar1987 deepakparashar1987 deleted the st_strats branch November 24, 2022 10:18
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feat: Introduce short-term rating translation strategies
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