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POST
/
quantlib
/
ml
/
credit
/
migration
Credit Rating Migration Analysis
curl --request POST \
  --url https://api.fincept.in/quantlib/ml/credit/migration \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "transitions": [
    [
      850,
      100,
      30,
      15,
      5
    ],
    [
      50,
      800,
      120,
      25,
      5
    ],
    [
      10,
      80,
      850,
      50,
      10
    ],
    [
      5,
      20,
      100,
      820,
      55
    ],
    [
      0,
      5,
      20,
      75,
      900
    ]
  ],
  "periods": 3
}
'
{
  "success": true,
  "data": {
    "transition_matrix": [
      [
        0.85,
        0.1,
        0.03,
        0.015,
        0.005
      ],
      [
        0.05,
        0.8,
        0.12,
        0.025,
        0.005
      ]
    ],
    "multi_period_matrix": [
      [
        0.614,
        0.244,
        0.099,
        0.034,
        0.009
      ],
      [
        0.153,
        0.512,
        0.244,
        0.071,
        0.02
      ]
    ]
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
transitions
number[][]
required

Transition count matrix (rows = from rating, cols = to rating)

Example:
[
  [850, 100, 30, 15, 5],
  [50, 800, 120, 25, 5],
  [10, 80, 850, 50, 10],
  [5, 20, 100, 820, 55],
  [0, 5, 20, 75, 900]
]
​
periods
integer
default:1

Number of periods for multi-period projection

Example:

3

Response

Rating migration matrices

​
success
boolean
Example:

true

​
data
object