Let me give you the first five observations of the data set:
DIR Vintage CO_AMT Total_Recov_Pmts Recov_Rate
0 JUL2019 $6,000 $2,000 33.33%
0 AUG2019 $10,000 $1,000 10.00%
0 SEP2019 $3,000 $1,500 50.00%
0 OCT2019 $100,000 $20,000 20.00%
0 NOV2019 $55,000 $30,000 54.54%
Here is how the output matrix should look:
DIR0 DIR1 DIR2 DIR3 DIR4 DIR5 DIR6 DIR7 DIR8 DIR9 DIR10 .............DIR365
Vintage
JUL2019 3.2% 4.1% 4.5% 5.2% ...................................
SEP2019 2.9% 3.0% 3.2% 3.3% ...............................
OCT2019
NOV2019
DEC2019
JAN2020
FEB2020
MAR2020
....
....
....
DEC2020
A recovery rate (interior matrix) should be calculated for each vintage(vertical axis) at the DIR on the horizontal axis(Days In Recovery). Let me know if you need any other information. Thanks.
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