From f9e8958872fc47eed79bb8a1d75c3948f77b05df Mon Sep 17 00:00:00 2001
From: Filippos Papadopoulos <openrisk@outlook.com>
Date: Thu, 23 May 2019 16:27:57 +0200
Subject: [PATCH 1/4] v0.4.6 (more scales and rating scale transformations +
 examples)

---
 CHANGELOG.rst                                |   11 +-
 README.md                                    |    5 +
 datasets/synthetic_data9.csv                 | 2540 +++++++++---------
 description.rst                              |    1 +
 docs/source/conf.py                          |    4 +-
 docs/source/examples.rst                     |   19 +-
 docs/source/index.rst                        |    2 -
 docs/source/predefined_rating_scales.rst     |   39 +
 docs/source/transitionMatrix.rst             |    2 +
 docs/source/usage.rst                        |    3 +-
 examples/python/state_space_operations.py    |   38 +-
 examples/scale_conversions.png               |  Bin 0 -> 58366 bytes
 setup.py                                     |    2 +-
 transitionMatrix/__init__.py                 |  108 +-
 transitionMatrix/model.py                    |   15 +
 transitionMatrix/utils/dataset_generators.py |   17 +
 16 files changed, 1491 insertions(+), 1315 deletions(-)
 create mode 100644 docs/source/predefined_rating_scales.rst
 create mode 100644 examples/scale_conversions.png

diff --git a/CHANGELOG.rst b/CHANGELOG.rst
index a41f741..2c3cbf0 100644
--- a/CHANGELOG.rst
+++ b/CHANGELOG.rst
@@ -3,6 +3,13 @@ ChangeLog
 
 PLEASE NOTE THAT THE API IS STILL UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY
 
+v0.4.6 (05-22-2019)
+-------------------
+
+* Feature: Update of CQS Mappings, addition of new rating scales
+* Documentation: Documentation of rating scale structure and mappings
+* Training: Example of mapping portfolio data to CQS
+
 v0.4.5 (04-21-2019)
 -------------------
 
@@ -11,8 +18,6 @@ v0.4.5 (04-21-2019)
 * Feature: print_matrix function for generic matrix pretty printing
 * Feature: matrix_exponent function for obtaining arbitrary integral matrices from a given generator
 
-
-
 v0.4.4 (03-04-2019)
 -------------------
 
@@ -21,13 +26,11 @@ v0.4.4 (03-04-2019)
 * Feature: CreditCurve class for holding credit curves
 
 
-
 v0.4.3 (29-03-2019)
 -------------------
 
 * Significant rearrangement of code (the threshold models package moved to portfolioAnalytics for more consistent structure of the code base / functionality)
 
-
 v0.4.2 (29-01-2019)
 -------------------
 
diff --git a/README.md b/README.md
index 1077d9e..c8a0965 100644
--- a/README.md
+++ b/README.md
@@ -11,6 +11,7 @@ You can use transitionMatrix to
 - Manipulate transition matrices (generators, comparisons etc.)
 - Provide standardized data sets for testing
 - Model transitions using threshold processes
+- Map credit ratings using mapping tables between popularly used rating systems 
 
 Key Information
 ================
@@ -73,3 +74,7 @@ Computation and Visualization of Credit Curves
 
 ![image](examples/credit_curves.png)
 
+Working with credit states
+
+![image](examples/scale_conversions.png)
+
diff --git a/datasets/synthetic_data9.csv b/datasets/synthetic_data9.csv
index c7e8b12..14d5550 100644
--- a/datasets/synthetic_data9.csv
+++ b/datasets/synthetic_data9.csv
@@ -1,1319 +1,1311 @@
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 714,2006-01-01,7,7
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 911,2006-01-01,7,7
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-961,2006-01-01,7,7
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-538,2006-01-07,6,7
-765,2006-01-09,1,0
-802,2006-01-13,6,7
-255,2006-01-31,4,5
-158,2006-02-01,3,1
-350,2006-02-03,5,1
-109,2006-02-07,0,1
-934,2006-02-07,2,3
-225,2006-02-07,6,5
-484,2006-02-09,6,5
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-40,2006-02-17,5,7
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-895,2006-02-17,6,7
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-561,2006-03-01,6,7
-833,2006-03-09,6,5
-512,2006-03-10,2,3
-374,2006-03-12,5,7
-452,2006-03-14,6,7
-677,2006-03-21,5,6
-829,2006-03-22,0,1
-576,2006-03-22,5,3
-223,2006-03-22,6,7
-51,2006-03-22,6,7
-64,2006-03-25,4,5
-933,2006-03-25,1,2
-579,2006-03-28,6,7
-292,2006-03-28,4,5
-181,2006-03-31,4,5
-564,2006-04-07,2,1
-322,2006-04-09,6,5
-435,2006-04-12,3,4
-752,2006-04-12,4,5
-877,2006-04-18,6,7
-660,2006-04-18,6,7
-769,2006-04-21,6,7
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-712,2006-04-30,6,5
-508,2006-05-04,4,5
-450,2006-05-04,1,2
-178,2006-05-06,5,4
-83,2006-05-06,5,4
-107,2006-05-07,3,4
-25,2006-05-08,3,2
-132,2006-05-09,6,7
-886,2006-05-10,2,4
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-364,2006-05-18,6,7
-992,2006-05-18,5,7
-445,2006-05-20,6,7
-244,2006-05-22,4,3
-549,2006-05-22,6,7
-344,2006-05-24,5,6
-543,2006-05-26,5,7
-121,2006-05-26,1,2
-928,2006-05-27,6,7
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-567,2006-06-04,4,7
-19,2006-06-04,4,5
-133,2006-06-10,5,4
-945,2006-06-13,4,5
-311,2006-06-17,1,0
-555,2006-06-20,4,3
-24,2006-06-26,3,4
-704,2006-06-26,6,7
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-75,2006-07-02,6,3
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-404,2006-07-15,6,7
-370,2006-07-16,2,3
-998,2006-07-17,4,5
-209,2006-07-18,5,7
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-411,2006-08-01,3,4
-208,2006-08-08,4,5
-675,2006-08-14,3,4
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-34,2006-08-20,2,3
-156,2006-08-21,1,2
-797,2006-08-22,5,7
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-612,2006-08-28,6,5
-124,2006-08-29,4,3
-165,2006-09-01,5,7
-148,2006-09-01,6,7
-5,2006-09-09,1,2
-796,2006-09-09,6,7
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-139,2006-09-19,4,5
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-200,2006-10-03,0,1
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-183,2006-10-06,1,6
-845,2006-10-07,5,6
-868,2006-10-07,5,4
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-300,2006-10-18,1,2
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-515,2006-10-21,5,7
-245,2006-10-22,5,6
-191,2006-10-22,4,5
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-171,2006-11-25,4,5
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-97,2006-12-27,4,3
-26,2006-12-30,6,7
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-913,2007-01-01,4,6
-183,2007-01-02,6,7
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-412,2007-01-04,6,7
-448,2007-01-10,6,7
-723,2007-01-12,6,7
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-257,2007-01-15,5,4
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-851,2007-01-19,4,5
-883,2007-01-19,4,2
-234,2007-01-20,6,7
-249,2007-01-21,5,6
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-749,2007-01-31,5,6
-325,2007-02-03,6,5
-392,2007-02-06,5,6
-619,2007-02-08,0,1
-594,2007-02-15,4,5
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-53,2007-02-22,6,7
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-157,2007-02-27,5,6
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-187,2007-03-05,6,7
-285,2007-03-05,3,4
-8,2007-03-06,6,5
-32,2007-03-10,2,3
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-23,2007-03-17,1,2
-173,2007-03-18,1,3
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-146,2007-03-27,5,4
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-531,2007-04-04,4,5
-156,2007-04-06,2,1
-753,2007-04-10,6,7
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-631,2007-04-20,6,5
-609,2007-04-28,6,7
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-759,2007-05-09,6,7
-547,2007-05-09,6,7
-92,2007-05-12,2,3
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-908,2007-05-20,0,1
-131,2007-05-21,6,7
-344,2007-05-23,6,7
-122,2007-05-26,3,4
-307,2007-06-01,4,6
-994,2007-06-04,6,7
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-787,2007-06-14,3,2
-340,2007-06-14,4,5
-463,2007-06-14,5,4
-81,2007-06-22,3,2
-419,2007-06-25,3,4
-178,2007-06-27,4,5
-368,2007-06-27,6,5
-57,2007-06-29,4,3
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-509,2007-07-07,3,4
-993,2007-07-09,5,7
-76,2007-07-09,5,7
-612,2007-07-13,5,7
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-266,2007-07-30,4,2
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-221,2007-08-03,6,5
-117,2007-08-04,2,1
-527,2007-08-07,1,2
-633,2007-08-09,1,2
-231,2007-08-15,6,7
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-14,2007-08-20,5,7
-259,2007-08-23,1,2
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-316,2007-08-26,0,2
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-163,2007-09-03,5,4
-343,2007-09-03,5,4
-114,2007-09-03,0,1
-558,2007-09-06,5,7
-149,2007-09-06,5,2
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-591,2007-10-01,5,6
-790,2007-10-02,6,5
-926,2007-10-02,5,7
-731,2007-10-02,1,0
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-21,2007-10-03,3,5
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-335,2007-10-05,0,1
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-400,2007-11-03,1,2
-367,2007-11-06,6,7
-956,2007-11-07,3,2
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-761,2007-11-15,4,5
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-138,2007-11-21,2,3
-124,2007-11-22,3,2
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-317,2007-12-03,6,7
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-45,2007-12-14,1,2
-12,2007-12-14,3,2
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-38,2007-12-19,6,5
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-6,2007-12-22,6,7
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-284,2008-01-01,6,7
-667,2008-01-05,2,3
-83,2008-01-11,4,5
-844,2008-01-12,5,4
-428,2008-01-12,3,4
-585,2008-01-14,6,5
-812,2008-01-14,5,7
-337,2008-01-14,6,5
-171,2008-01-15,5,4
-278,2008-01-20,5,6
-946,2008-01-23,3,2
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-210,2008-01-26,5,7
-257,2008-01-31,4,3
-249,2008-02-15,6,7
-773,2008-02-16,5,7
-307,2008-02-20,6,7
-237,2008-02-23,1,2
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-136,2008-02-29,1,2
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-948,2008-03-06,4,7
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-333,2008-03-14,6,7
-334,2008-03-14,4,5
-913,2008-03-14,6,7
-385,2008-03-23,5,4
-824,2008-03-23,4,5
-974,2008-03-26,6,7
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-180,2008-04-03,5,4
-482,2008-04-04,4,5
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-239,2008-04-05,6,5
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-28,2008-04-25,3,4
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-37,2008-05-20,3,7
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-155,2008-06-27,6,7
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-101,2008-07-19,4,2
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-9,2008-08-16,0,1
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-78,2008-09-17,5,4
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-8,2008-09-29,5,7
-256,2008-09-29,2,1
-745,2008-09-29,0,1
-810,2008-10-04,6,7
-494,2008-10-09,4,5
-611,2008-10-10,5,7
-426,2008-10-17,6,5
-610,2008-10-19,3,5
-767,2008-10-22,5,6
-254,2008-10-27,3,2
-550,2008-11-12,5,7
-709,2008-11-16,6,7
-342,2008-11-21,5,6
-407,2008-11-22,5,6
-615,2008-11-25,6,2
-459,2008-11-25,4,5
-245,2008-11-28,6,4
-829,2008-11-30,1,2
-354,2008-12-03,0,1
-81,2008-12-03,2,3
-467,2008-12-04,2,1
-695,2008-12-05,0,2
-904,2008-12-07,5,7
-964,2008-12-09,5,7
-322,2008-12-10,5,6
-962,2008-12-17,6,5
-563,2008-12-21,2,5
-505,2008-12-23,4,5
-388,2008-12-26,6,7
-730,2008-12-28,2,3
-682,2008-12-30,2,3
-83,2009-01-04,5,2
-998,2009-01-05,5,6
-256,2009-01-06,1,2
-865,2009-01-07,2,3
-73,2009-01-08,1,2
-411,2009-01-22,4,5
-164,2009-01-23,5,7
-13,2009-02-13,5,7
-513,2009-02-13,1,3
-728,2009-02-14,6,7
-711,2009-02-14,6,7
-35,2009-02-19,5,7
-161,2009-02-21,5,7
-667,2009-02-22,3,4
-519,2009-02-22,5,6
-87,2009-02-25,4,5
-488,2009-02-27,2,1
-965,2009-02-27,1,2
-343,2009-03-09,4,5
-120,2009-03-11,2,3
-141,2009-03-13,0,1
-837,2009-03-19,4,3
-89,2009-03-28,6,7
-533,2009-03-30,5,6
-57,2009-04-01,3,4
-689,2009-04-05,6,7
-489,2009-04-09,6,7
-641,2009-04-15,5,4
-576,2009-04-16,3,2
-119,2009-04-16,5,7
-840,2009-04-24,5,7
-338,2009-04-25,2,3
-462,2009-04-29,6,7
-726,2009-04-30,5,4
-379,2009-05-05,6,7
-104,2009-05-08,6,7
-527,2009-05-12,3,4
-19,2009-05-14,5,7
-480,2009-05-16,4,2
-279,2009-05-20,5,4
-807,2009-05-21,0,1
-139,2009-05-26,5,6
-163,2009-05-28,4,3
-823,2009-05-31,1,2
-853,2009-06-01,4,3
-335,2009-06-04,1,2
-342,2009-06-05,6,7
-632,2009-06-11,6,5
-995,2009-06-17,6,5
-201,2009-06-23,5,7
-171,2009-06-24,4,6
-903,2009-06-28,4,5
-620,2009-06-29,2,1
-987,2009-06-30,5,4
-862,2009-07-11,5,3
-940,2009-07-17,1,3
-868,2009-07-18,4,2
-44,2009-07-22,5,4
-829,2009-07-23,2,3
-815,2009-08-01,4,3
-859,2009-08-07,1,2
-724,2009-08-08,5,7
-608,2009-08-15,4,5
-789,2009-08-19,1,2
-830,2009-08-20,3,4
-122,2009-08-25,4,5
-481,2009-08-30,5,7
-486,2009-09-03,5,7
-230,2009-09-23,3,4
-587,2009-10-01,6,7
-418,2009-10-03,1,2
-355,2009-10-03,6,5
-799,2009-10-13,5,6
-30,2009-10-17,5,7
-605,2009-10-25,0,1
-941,2009-10-28,4,3
-273,2009-10-29,2,1
-532,2009-11-01,5,6
-177,2009-11-01,2,3
-851,2009-11-03,5,6
-313,2009-11-06,4,5
-530,2009-11-10,6,7
-227,2009-11-15,1,2
-99,2009-11-19,4,5
-278,2009-11-24,6,7
-64,2009-11-24,5,4
-33,2009-11-25,0,3
-497,2009-11-25,4,3
-443,2009-11-30,2,1
-662,2009-12-02,6,5
-225,2009-12-04,5,4
-476,2009-12-08,0,1
-523,2009-12-17,5,4
-712,2009-12-22,6,7
-114,2009-12-26,1,2
-783,2009-12-27,4,6
-206,2010-01-02,2,3
-987,2010-01-12,4,5
-272,2010-01-13,1,2
-21,2010-01-16,5,6
-460,2010-01-17,0,1
-490,2010-01-23,2,3
-851,2010-01-23,6,7
-752,2010-02-04,5,7
-208,2010-02-10,6,5
-28,2010-02-10,4,2
-392,2010-02-18,6,7
-760,2010-02-22,3,2
-557,2010-02-23,5,7
-956,2010-02-25,2,1
-211,2010-02-26,2,1
-136,2010-03-07,2,4
-693,2010-03-10,2,3
-239,2010-03-14,5,7
-288,2010-03-17,3,4
-726,2010-03-18,4,6
-746,2010-03-25,1,2
-636,2010-03-27,6,5
-998,2010-03-30,6,7
-224,2010-03-31,4,5
-535,2010-04-05,3,4
-886,2010-04-07,4,7
-939,2010-04-07,2,3
-613,2010-04-10,5,7
-492,2010-04-25,2,4
-965,2010-05-01,2,1
-343,2010-05-03,5,4
-830,2010-05-08,4,6
-144,2010-05-09,5,3
-322,2010-05-10,6,7
-227,2010-05-14,2,3
-285,2010-05-16,4,3
-918,2010-05-19,3,2
-141,2010-05-20,1,2
-887,2010-05-23,1,2
-176,2010-05-24,0,1
-397,2010-05-26,5,7
-813,2010-06-01,3,4
-330,2010-06-06,1,2
-963,2010-06-12,6,5
-751,2010-06-18,1,2
-869,2010-06-23,3,5
-925,2010-06-26,5,7
-991,2010-06-26,1,2
-426,2010-07-08,5,6
-310,2010-07-10,0,1
-461,2010-07-17,4,5
-719,2010-07-21,1,2
-829,2010-07-31,3,5
-340,2010-08-01,5,7
-180,2010-08-03,4,5
-837,2010-08-11,3,2
-585,2010-08-17,5,7
-157,2010-08-19,6,7
-536,2010-08-24,3,5
-22,2010-08-25,0,1
-631,2010-09-03,5,6
-173,2010-09-05,3,2
-190,2010-09-19,4,6
-20,2010-09-23,0,1
-720,2010-09-24,5,7
-4,2010-09-24,0,1
-667,2010-09-24,4,5
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-371,2010-10-06,1,2
-470,2010-10-06,6,5
-640,2010-10-06,4,2
-266,2010-10-11,2,5
-801,2010-10-19,1,2
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-563,2010-10-26,5,4
-818,2010-10-27,6,7
-436,2010-11-05,5,7
-816,2010-11-06,4,3
-47,2010-11-10,0,1
-250,2010-11-14,4,5
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-75,2010-11-21,3,2
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-459,2010-11-22,5,7
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-482,2010-12-03,5,2
-529,2010-12-13,4,6
-74,2010-12-22,3,2
-98,2010-12-23,3,4
-536,2011-01-02,5,7
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-398,2011-01-14,3,2
-981,2011-01-15,0,1
-658,2011-01-15,5,6
-880,2011-01-17,3,5
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-211,2011-01-23,1,2
-321,2011-01-24,1,2
-768,2011-01-26,4,5
-224,2011-01-30,5,6
-659,2011-01-30,4,3
-369,2011-01-30,1,2
-250,2011-02-01,5,7
-962,2011-02-08,5,6
-179,2011-02-09,3,2
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-627,2011-02-15,2,3
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-915,2011-02-25,1,2
-451,2011-02-25,4,3
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-71,2011-03-02,5,4
-839,2011-03-05,3,4
-358,2011-03-05,3,5
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-464,2011-03-11,6,7
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-552,2011-03-16,4,5
-11,2011-03-17,2,5
-734,2011-03-23,1,2
-100,2011-03-30,0,1
-582,2011-04-05,4,2
-953,2011-04-09,5,4
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-466,2011-04-11,6,7
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-190,2011-04-25,6,7
-941,2011-05-02,3,4
-790,2011-05-07,6,7
-313,2011-05-08,5,4
-529,2011-05-13,6,7
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-642,2011-05-17,5,7
-25,2011-05-23,2,3
-124,2011-06-01,2,3
-457,2011-06-02,0,1
-556,2011-06-03,5,3
-671,2011-06-05,3,2
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-555,2011-06-10,3,2
-38,2011-06-14,5,4
-749,2011-06-30,6,7
-230,2011-07-04,4,2
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-62,2011-07-10,5,4
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-803,2011-07-18,4,5
-61,2011-07-24,4,5
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-78,2011-08-31,4,5
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-943,2011-10-12,0,1
-22,2011-10-12,1,2
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-2,2011-12-14,4,5
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-159,2012-01-06,1,2
-118,2012-01-16,4,5
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-16,2012-03-21,4,5
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-87,2012-04-24,5,4
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-178,2012-05-18,5,6
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-972,2012-07-22,0,1
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-44,2012-08-13,4,3
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-257,2013-01-09,3,4
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-16,2013-02-18,5,6
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-52,2013-03-03,2,3
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-45,2013-04-03,2,3
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+180,2006-01-02,3,4
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diff --git a/description.rst b/description.rst
index 82b8ea0..5b68647 100644
--- a/description.rst
+++ b/description.rst
@@ -24,6 +24,7 @@ You can use transitionMatrix to
 - Manipulate transition matrices (derive generators, perform comparisons, stress transition rates etc.)
 - Access standardized datasets for testing
 - Extract and work with default curves
+- Map credit ratings using mapping tables
 
 **NB: transitionMatrix is still in active development. If you encounter issues please raise them in our
 github repository**
diff --git a/docs/source/conf.py b/docs/source/conf.py
index 920cef8..09e99bb 100644
--- a/docs/source/conf.py
+++ b/docs/source/conf.py
@@ -17,12 +17,12 @@
 
 sys.path.insert(0, os.path.abspath('../../'))
 
-__version__ = '0.4.2'
+__version__ = '0.4.6'
 
 # -- Project information -----------------------------------------------------
 
 project = 'transitionMatrix'
-copyright = '2018, Open Risk'
+copyright = '2017-2019, Open Risk'
 author = 'Open Risk'
 
 # The short X.Y version
diff --git a/docs/source/examples.rst b/docs/source/examples.rst
index 0b60518..debaed7 100644
--- a/docs/source/examples.rst
+++ b/docs/source/examples.rst
@@ -6,8 +6,7 @@ The examples directory includes python scripts and jupyter notebooks to help you
 - Generating transition matrices from data
 - Manipulating transition matrices
 - Computing and visualizing credit curves corresponding to a set of transition matrices
-- Estimating thresholds given a multi-period transition matrix set
-- Generating loss distributions analytically
+- Mapping rating states between different rating systems
 
 Python Scripts
 -------------------------------------------
@@ -116,6 +115,15 @@ Plot of estimated transition probabilities
 .. image:: ../../examples/transition_probabilities.png
 
 
+Map credit ratings between systems
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+* state_space_operations.py
+
+Example workflows for converting data from one credit rating system to another using an established mapping
+table
+
+
 Generate Visuals
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
@@ -159,8 +167,11 @@ Visualize a transition matrix using Hinton-style visual
 
 .. image:: ../../examples/TransitionMatrix.png
 
+Example 7
+""""""""""""""""""""""""""""
+Convert labels between credit rating scales
 
-
+.. image:: ../../examples/scale_conversions.png
 
 
 Jupyter Notebooks
@@ -168,4 +179,4 @@ Jupyter Notebooks
 
 * Adjust_NotRated_State.ipynb
 * Matrix_Operations.ipynb
-* Portfolio_Examples.ipynb
+* Monthly_from_Annual.ipynb
diff --git a/docs/source/index.rst b/docs/source/index.rst
index 73b8377..de83fa6 100644
--- a/docs/source/index.rst
+++ b/docs/source/index.rst
@@ -1,7 +1,5 @@
 .. transitionMatrix documentation master file, created by
    sphinx-quickstart on Thu May  3 17:51:16 2018.
-   You can adapt this file completely to your liking, but it should at least
-   contain the root `toctree` directive.
 
 transitionMatrix Documentation
 ==============================
diff --git a/docs/source/predefined_rating_scales.rst b/docs/source/predefined_rating_scales.rst
new file mode 100644
index 0000000..24ba6fa
--- /dev/null
+++ b/docs/source/predefined_rating_scales.rst
@@ -0,0 +1,39 @@
+Predefined Rating Scales
+========================
+
+The transitionMatrix package supports a variety of credit rating scales. The key ones are described here in more detail.
+
+
+The Rating Agency State Spaces and mappings are obtained from the latest (20 May 2019) Regulatory Reference:
+JC 2018 11, FINAL REPORT: REVISED DRAFT ITS ON THE MAPPING OF ECAIS’ CREDIT ASSESSMENTS UNDER CRR
+
+DISCLAIMER: Consult the original documents from definitive mappings available at the `EBA Website <https://eba.europa.eu/regulation-and-policy/external-credit-assessment-institutions-ecai/draft-implementing-technical-standards-on-the-mapping-of-ecais-credit-assessments>`_
+
+
+Rating Scales currently covered
+--------------------------------
+
+The focus of the current selection is long-term issuer ratings scales
+
+* AM Best Europe-Rating Services Ltd.
+* ARC Ratings S.A.
+* Cerved Rating Agency S.p.A.
+* Creditreform Rating AG
+* DBRS Ratings Limited
+* Fitch Ratings
+* Moody’s Investors Service
+* Scope Ratings AG
+* Standard & Poor’s Ratings Services
+
+
+Data per Scale
+-------------------------------------------
+
+Each rating scale is a StateSpace (see :ref:`state_space_doc`) and thus inherits the attributes and methods
+of that object, namely:
+
+* The entity defining the scale (originator)
+* The full name of the scale (as most originators of rating scales offer multiple scales with different meaning an/or use)
+* The definition of the scale (as a list of tuples in the form [('0', 'X1'), ... , ('N-1', 'XN)] where X are the symbols used to denote the credit state
+* The CQS (credit quality score) mapping of the scale as defined by regulatory authorities (see above reference)
+
diff --git a/docs/source/transitionMatrix.rst b/docs/source/transitionMatrix.rst
index 89272b8..245b8e7 100644
--- a/docs/source/transitionMatrix.rst
+++ b/docs/source/transitionMatrix.rst
@@ -35,6 +35,8 @@ TransitionMatrixSet
    .. automethod:: __mul__
 
 
+.. _state_space_doc:
+
 StateSpace
 ~~~~~~~~~~~~~~~~~~~
 
diff --git a/docs/source/usage.rst b/docs/source/usage.rst
index 47a28cb..5c8de10 100644
--- a/docs/source/usage.rst
+++ b/docs/source/usage.rst
@@ -8,4 +8,5 @@ getting started
    :maxdepth: 4
 
    examples
-   data_formats
\ No newline at end of file
+   data_formats
+   predefined_rating_scales
\ No newline at end of file
diff --git a/examples/python/state_space_operations.py b/examples/python/state_space_operations.py
index 1f46eba..678ec6d 100644
--- a/examples/python/state_space_operations.py
+++ b/examples/python/state_space_operations.py
@@ -18,22 +18,40 @@
 
 """
 
-import numpy as np
-
-
 import transitionMatrix as tm
 from transitionMatrix import SnP_Fitch2Moodys, Moodys2DBRS
-from transitionMatrix.predefined import JLT
-from transitionMatrix import dataset_path
+from transitionMatrix.utils import dataset_generators as dg
 
+print("Some Basics")
+print(80*"=")
+# Lets load a credit rating scale
 myState = tm.SnP_SS
-print(myState.get_states())
-print(myState.get_state_labels())
-print(myState.definition)
-
-# Convert SnP rating to Moody's and DBRS
+# Print the states
+print("The States of our starting scale: ", myState.get_states())
+# Print the state labels
+print("The State Labels: ", myState.get_state_labels())
+# Print the complete definition
+print("The Full Description: ", myState.definition)
+
+# Convert SnP ratings to Moody's and DBRS
 # Escape R (regulatory default) and SD (selective default)
+print("")
+print("Convert labels to other rating scales scales")
+print(80*"=")
 for state in myState.get_state_labels():
     if state not in ['R', 'SD/D']:
         print(state, ' ----> (', SnP_Fitch2Moodys[state], Moodys2DBRS[SnP_Fitch2Moodys[state]],')')
 
+print("")
+print("Convert data to other scales")
+print(80*"=")
+print("Input S&P Labels: ")
+# Generate some portfolio data and map to CQS
+portfolio = dg.portfolio_labels(myState, 100)
+print(portfolio)
+print("")
+print("Output CQS Labels: ")
+mapped_portfolio = []
+for label in portfolio:
+    mapped_portfolio.append(myState.cqs_map(label))
+print(mapped_portfolio)
\ No newline at end of file
diff --git a/examples/scale_conversions.png b/examples/scale_conversions.png
new file mode 100644
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literal 0
HcmV?d00001

diff --git a/setup.py b/setup.py
index 8648707..e9ebfe8 100644
--- a/setup.py
+++ b/setup.py
@@ -17,7 +17,7 @@
 
 from setuptools import setup
 
-__version__ = '0.4.5'
+__version__ = '0.4.6'
 
 ver = __version__
 
diff --git a/transitionMatrix/__init__.py b/transitionMatrix/__init__.py
index 5157825..96c0e36 100644
--- a/transitionMatrix/__init__.py
+++ b/transitionMatrix/__init__.py
@@ -13,13 +13,18 @@
 # limitations under the License.
 
 
-""" transitionMatrix - Python package for statistical analysis and visualization of state space transition events """
+""" transitionMatrix - Python package for statistical analysis and visualization of state space transition events
+
+
+
+
+"""
 
 from .model import *
 from .estimators import *
 from .utils import *
 
-__version__ = '0.4.5'
+__version__ = '0.4.6'
 
 package_name = 'transitionMatrix'
 module_path = os.path.dirname(__file__)
@@ -30,25 +35,17 @@
 # PREDEFINED STATE SPACES
 #
 
-#
-# Rating Agency State Spaces
-#
-
-# S&P Basic
-definition = [('0', "AAA"), ('1', "AA"), ('2', "A"), ('3', "BBB"), ('4', "BB"), ('5', "B"), ('6', "CCC"), ('7', "D")]
-
-SnP_Simple_SS = StateSpace(definition=definition)
 
 # AM Best Europe-Rating Services Ltd.
 originator = 'AM Best Europe-Rating Services Ltd.'
-full_name = 'Long-term issuer credit ratings scale'
+full_name = 'Long-term issuer ratings scale'
 definition = [('0', "aaa"), ('1', "aa+"), ('2', "aa"), ('3', "aa-"),
               ('4', "a+"), ('5', "a"), ('6', "a-"),
               ('7', "bbb+"), ('8', "bbb"), ('9', "bbb-"),
               ('10', "bb+"), ('11', "bb"), ('12', "bb-"),
               ('13', "b+"), ('14', "b"), ('15', "b-"),
               ('16', "ccc+"), ('17', "ccc"), ('18', "ccc-"),
-              ('19', "cc"), ('20', "c"), ('21', "rs")]
+              ('19', "cc"), ('20', "c"), ('21', "d"), ('22', "s")]
 cqs_mapping = {'0': '1',
                '1': '1',
                '2': '1',
@@ -70,11 +67,35 @@
                '18': '6',
                '19': '6',
                '20': '6',
-               '21': '6'
+               '21': '6',
+               '22': '6'
                }
 
 AM_Best_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
 
+# ARC Ratings S.A.
+originator = 'Standard & Poor’s Ratings Services'
+full_name = 'Medium- and long-term issuer rating scale'
+definition = [('0', "AAA"), ('1', "AA"),
+              ('2', "A"),
+              ('3', "BBB"),
+              ('4', "BB"),
+              ('5', "B"),
+              ('6', "CCC"), ('7', "CC"), ('8', "C"), ('9', "D")]
+cqs_mapping = {'0': '1',
+               '1': '1',
+               '2': '2',
+               '3': '3',
+               '4': '4',
+               '5': '5',
+               '6': '6',
+               '7': '6',
+               '8': '6',
+               '9': '6'
+               }
+
+ARC_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
+
 # Cerved Rating Agency S.p.A.
 originator = 'AM Best Europe-Rating Services Ltd.'
 full_name = 'Corporate long-term rating scale'
@@ -95,12 +116,33 @@
                '8': '4',
                '9': '4',
                '10': '5',
-               '11': '4',
-               '12': '4'
+               '11': '6',
+               '12': '6'
                }
 
 Cerved_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
 
+# Creditreform Rating AG
+originator = 'Creditreform Rating AG'
+full_name = 'Long-term issuer rating scale'
+definition = [('0', "AAA"), ('1', "AA"),
+              ('2', "A"),
+              ('3', "BBB"),
+              ('4', "BB"),
+              ('5', "B"), ('6', "C"), ('7', "SD"), ('8', "D")]
+cqs_mapping = {'0': '1',
+               '1': '1',
+               '2': '2',
+               '3': '4',
+               '4': '5',
+               '5': '6',
+               '6': '6',
+               '7': '6',
+               '8': '6'
+               }
+
+CRR_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
+
 # DBRS Ratings Limited
 originator = 'DBRS Ratings Limited'
 full_name = 'Long-term obligations rating scale'
@@ -126,7 +168,7 @@
 
 # Fitch Ratings
 originator = 'Fitch Ratings'
-full_name = 'Long-term issuer credit ratings scale'
+full_name = 'Long-term issuer default rating scale'
 definition = [('0', "AAA"), ('1', "AA"),
               ('2', "A"),
               ('3', "BBB"),
@@ -170,9 +212,32 @@
 
 Moodys_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
 
+# Scope Ratings AG
+originator = 'Scope Ratings AG'
+full_name = 'Long-term rating scale'
+definition = [('0', "AAA"), ('1', "AA"),
+              ('2', "A"),
+              ('3', "BBB"),
+              ('4', "BB"),
+              ('5', "B"),
+              ('6', "CCC"), ('7', "CC"), ('8', "C"), ('9', "D")]
+cqs_mapping = {'0': '1',
+               '1': '1',
+               '2': '2',
+               '3': '3',
+               '4': '4',
+               '5': '5',
+               '6': '6',
+               '7': '6',
+               '8': '6',
+               '9': '6'
+               }
+
+Scope_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
+
 # Standard & Poor’s Ratings Services
 originator = 'Standard & Poor’s Ratings Services'
-full_name = 'Long-term issuer credit ratings scale'
+full_name = 'Long-term issuer credit rating scale'
 definition = [('0', "AAA"), ('1', "AA"),
               ('2', "A"),
               ('3', "BBB"),
@@ -194,6 +259,15 @@
 
 SnP_SS = StateSpace(definition=definition, originator=originator, full_name=full_name, cqs_mapping=cqs_mapping)
 
+# S&P Coarse Scale
+definition = [('0', "AAA"), ('1', "AA"), ('2', "A"), ('3', "BBB"), ('4', "BB"), ('5', "B"), ('6', "CCC"), ('7', "D")]
+
+SnP_Simple_SS = StateSpace(definition=definition)
+
+#
+# Mappings between scales other than CQS
+#
+
 SnP_Fitch2Moodys = {
     'AAA': 'Aaa',
     'AA+': 'Aa1',
diff --git a/transitionMatrix/model.py b/transitionMatrix/model.py
index 96dd85b..64b33cf 100644
--- a/transitionMatrix/model.py
+++ b/transitionMatrix/model.py
@@ -43,6 +43,7 @@ def matrix_exponent(generator, t=1.0):
     exponent = tm.TransitionMatrix(expm(t * generator))
     return exponent
 
+
 class CreditCurve(np.matrix):
     """ The _`CreditCurve` object implements a typical collection of `credit curves <https://www.openriskmanual.org/wiki/Credit_Curve>`_.
     The class inherits from numpy matrices and implements additional properties specific to curves.
@@ -895,6 +896,20 @@ def describe(self):
         for state in self.definition:
             print("State Index/Label: ", state[0], " , ", state[1])
 
+    def cqs_map(self, label):
+        """
+        Produce a CQS for a given input label (the cqs_mapping dictionary must exist)
+
+        """
+        mapped = None
+        for x in self.definition:
+            if x[1] == label:
+                mapped = self.cqs_mapping[x[0]]
+        if mapped:
+            return mapped
+        else:
+            print("ERROR: Mapping failed")
+
 
 class EmpiricalTransitionMatrix(object):
     """  The EmpiricalTransitionMatrix object stores a continuously observed Transition Matrix. It stores matrices
diff --git a/transitionMatrix/utils/dataset_generators.py b/transitionMatrix/utils/dataset_generators.py
index cb29337..9c6b4e6 100644
--- a/transitionMatrix/utils/dataset_generators.py
+++ b/transitionMatrix/utils/dataset_generators.py
@@ -136,3 +136,20 @@ def long_format(statespace, transitionmatrix, n, timesteps):
             data.append((i, 0, states[from_state], states[from_state]))
 
     return pd.DataFrame(data, columns=['ID', 'Time', 'From', 'To'])
+
+
+def portfolio_labels(statespace, n):
+    """
+    Generate a collection of credit rating states emulating a snapshot of portfolio data
+    Suitable for mappings and transformations of credit rating states
+
+    :type statespace: The state space to use for the simulation
+    :param int n: The number of distinct entities to generate
+    :return: the collection
+    :rtype: list
+
+
+    """
+    labels = [x[1] for x in statespace.definition]
+    collection = np.random.choice(labels, n)
+    return collection

From 10edc66dc8b182a813190905b67434efa6cd5a4f Mon Sep 17 00:00:00 2001
From: open-risk <openrisk@outlook.com>
Date: Tue, 25 Jun 2019 12:08:47 +0200
Subject: [PATCH 2/4] Update gitter information

---
 .gitignore | 1 +
 README.md  | 2 ++
 2 files changed, 3 insertions(+)
 create mode 100644 .gitignore

diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..757fee3
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1 @@
+/.idea
\ No newline at end of file
diff --git a/README.md b/README.md
index c8a0965..a20b1d9 100644
--- a/README.md
+++ b/README.md
@@ -21,6 +21,8 @@ Key Information
 * Code Documentation: [Read The Docs](https://transitionmatrix.readthedocs.io/en/latest/index.html)
 * Mathematical Documentation: [Open Risk Manual](https://www.openriskmanual.org/wiki/Transition_Matrix)
 * Development website: [Github](https://github.com/open-risk/transitionMatrix)
+* General Discussions: [Gitter](https://gitter.im/open-risk/Lobby)
+* Package Specific Chat: [Gitter](https://gitter.im/open-risk/transitionMatrix)
 
 **NB: transitionMatrix is still in active development. If you encounter issues please raise them in our
 github repository**

From c9118822b43749cd7f4de175cde5879f6249beb6 Mon Sep 17 00:00:00 2001
From: Open Risk <openrisk@outlook.com>
Date: Thu, 19 Sep 2019 11:31:00 +0200
Subject: [PATCH 3/4] Update README.md

---
 README.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/README.md b/README.md
index a20b1d9..314beee 100644
--- a/README.md
+++ b/README.md
@@ -1,3 +1,5 @@
+[![Gitter](https://badges.gitter.im/open-risk/transitionMatrix.svg)](https://gitter.im/open-risk/transitionMatrix?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge)
+
 Intro
 =========================
 transitionMatrix is a Python powered library for the statistical analysis and visualization of state transition 

From c4b26f9f496c876729f175464a6a101719addc63 Mon Sep 17 00:00:00 2001
From: open-risk <openrisk@outlook.com>
Date: Tue, 15 Oct 2019 12:56:29 +0200
Subject: [PATCH 4/4] Added RTD badge

---
 README.md | 7 +++----
 1 file changed, 3 insertions(+), 4 deletions(-)

diff --git a/README.md b/README.md
index 314beee..e9613a3 100644
--- a/README.md
+++ b/README.md
@@ -1,4 +1,5 @@
 [![Gitter](https://badges.gitter.im/open-risk/transitionMatrix.svg)](https://gitter.im/open-risk/transitionMatrix?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge)
+[![Documentation Status](https://readthedocs.org/projects/transitionMatrix/badge/?version=latest)](https://transitionmatrix.readthedocs.io/en/latest/?badge=latest)
 
 Intro
 =========================
@@ -23,8 +24,8 @@ Key Information
 * Code Documentation: [Read The Docs](https://transitionmatrix.readthedocs.io/en/latest/index.html)
 * Mathematical Documentation: [Open Risk Manual](https://www.openriskmanual.org/wiki/Transition_Matrix)
 * Development website: [Github](https://github.com/open-risk/transitionMatrix)
-* General Discussions: [Gitter](https://gitter.im/open-risk/Lobby)
-* Package Specific Chat: [Gitter](https://gitter.im/open-risk/transitionMatrix)
+* General Discussions: [Gitter Lobby](https://gitter.im/open-risk/Lobby)
+* Package Specific Chat: [Gitter Project](https://gitter.im/open-risk/transitionMatrix)
 
 **NB: transitionMatrix is still in active development. If you encounter issues please raise them in our
 github repository**
@@ -36,8 +37,6 @@ Support and Training
     * [Analysis of Credit Migration using Python TransitionMatrix](https://www.openriskacademy.com/course/view.php?id=38)
 * Commercial Support for transitionMatrix is provided as part of OpenCPM
 
-</pre>
-
 
 Examples
 ========