From be2e33518e3be94ec685017a32586c65c201df47 Mon Sep 17 00:00:00 2001 From: albie Date: Tue, 20 May 2025 16:45:24 +0100 Subject: [PATCH 1/2] docs(risk_rating): create risk rating example --- examples/risk_rating.json | 75 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 75 insertions(+) create mode 100644 examples/risk_rating.json diff --git a/examples/risk_rating.json b/examples/risk_rating.json new file mode 100644 index 00000000..f9fe371c --- /dev/null +++ b/examples/risk_rating.json @@ -0,0 +1,75 @@ +{ + "title": "risk_rating_mapping", + "comment": "Example showing a customer with associated risk rating system and curve", + "data": { + "customer": [ + { + "id": "CUST_001", + "date": "2025-01-01T00:00:00Z", + "name": "Example Person", + "birr_id": "RR_001", + "birr_curve_id": "CURVE_001" + } + ], + "risk_rating": [ + { + "id": "RR_001", + "date": "2023-01-01T00:00:00Z", + "name": "AAA", + "risk_rating_system_id": "RRS_001", + "pd_min": 0.0, + "pd_max": 0.001 + }, + { + "id": "RR_002", + "date": "2025-01-01T00:00:00Z", + "name": "AA", + "risk_rating_system_id": "RRS_001", + "pd_min": 0.001, + "pd_max": 0.005 + }, + { + "id": "RR_003", + "date": "2025-01-01T00:00:00Z", + "name": "A", + "risk_rating_system_id": "RRS_001", + "pd_min": 0.005, + "pd_max": 0.01 + }, + { + "id": "RR_004", + "date": "2025-01-01T00:00:00Z", + "name": "BBB", + "risk_rating_system_id": "RRS_001", + "pd_min": 0.01, + "pd_max": 0.02 + } + ], + "curve": [ + { + "id": "CURVE_001", + "date": "2025-01-01T00:00:00Z", + "name": "Example Person Risk Rating History", + "type": "risk_rating", + "values": [ + { + "reference": "1m", + "value": "RR_001" + }, + { + "reference": "3m", + "value": "RR_002" + }, + { + "reference": "6m", + "value": "RR_002" + }, + { + "reference": "12m", + "value": "RR_001" + } + ] + } + ] + } +} \ No newline at end of file From 0b319674c274a8696d57a3979392196d07be877c Mon Sep 17 00:00:00 2001 From: albie Date: Tue, 20 May 2025 17:36:45 +0100 Subject: [PATCH 2/2] docs(risk_rating): create risk rating example --- examples/risk_rating.json | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/risk_rating.json b/examples/risk_rating.json index f9fe371c..04d7db76 100644 --- a/examples/risk_rating.json +++ b/examples/risk_rating.json @@ -1,5 +1,5 @@ { - "title": "risk_rating_mapping", + "title": "risk_rating", "comment": "Example showing a customer with associated risk rating system and curve", "data": { "customer": [