KR Corporate Spread Widening — by rating

공개 호출 방식

import dartlab
cs_aaa = dartlab.fixedIncome("krCorporateSpread", rating="AAA", tenor="3Y", days=30)
cs_bbb = dartlab.fixedIncome("krCorporateSpread", rating="BBB", tenor="3Y", days=30)
delta = cs_bbb["spread"][-1] - cs_aaa["spread"][-1]   # rating delta

호출 동작

전 rating (AAA~BBB) × 3Y/5Y tenor spread z 산출 + delta (AAA vs BBB) + regime (compressed/normal/widening/extreme).

대표 반환 형태

DataFrame — rating · tenor · spread · z252 · regime.

연계 절차

1. 본 recipe → spread widening regime.
2. extreme widening → risk-off 시장 → recipes.macro.qualityMacroBeta flight to quality.
3. dCR rating 결합 → recipes.fundamental.credit.creditQuantConsensus.