An example for migration matrix rate

MigrationMatrixRate.cs

using System;
using System.IO;
using System.Linq;

namespace MigrationMatrixRate
{
    internal class Program
    {
        private enum CalcWays { PdMarginalNew, PdMarginalNewAcc, PDAcc }

        private static void Main(string[] args)
        {
            int maxDuration = 45;
            int rateFrom = 21;
            int rateTo = 21;

            decimal[,] rateMatrix = new decimal[rateFrom, rateTo];
            var source = File.ReadAllLines(@"D:\source.txt");
            for (int i = 0; i < rateFrom; i++)
            {
                var line = source[i].Split(',');
                for (int j = 0; j < rateTo; j++)
                    rateMatrix[i, j] = decimal.Parse(line[j]);
            }

            decimal[,] tempMatrix = new decimal[rateFrom, maxDuration];
            decimal[,] result = new decimal[rateFrom, maxDuration];
            CalcWays calcWay = CalcWays.PDAcc;

            for (int duration = 0; duration < maxDuration; duration++)
            {
                for (int i = 0; i < rateFrom; i++)
                {
                    if (duration == 0)
                    {
                        tempMatrix[i, duration] = rateMatrix[i, rateTo - 1] / 100;
                        result[i, duration] = tempMatrix[i, duration];
                    }
                    else
                    {
                        for (int j = 0; j < rateTo; j++)
                            tempMatrix[i, duration] += rateMatrix[i, j] / 100 * tempMatrix[j, duration - 1];

                        switch (calcWay)
                        {
                            case CalcWays.PdMarginalNew:
                                result[i, duration] = tempMatrix[i, duration] - tempMatrix[i, duration - 1];
                                break;

                            case CalcWays.PdMarginalNewAcc:
                                result[i, duration] = result[i, duration - 1] + tempMatrix[i, duration - 1] - tempMatrix[i, duration - 2];
                                break;

                            case CalcWays.PDAcc:
                                result[i, duration] = tempMatrix[i, duration];
                                break;
                        }
                    }
                }
            }
            string resultPath = @"D:\result.txt";
            if (File.Exists(resultPath)) File.WriteAllText(resultPath, string.Empty);
            using (StreamWriter sw = File.AppendText(resultPath))
            {
                var resultList = result.Cast<decimal>().ToList();
                for (int i = 0; i < rateFrom; i++)
                    sw.WriteLine(string.Join(",", resultList.GetRange(i * maxDuration, maxDuration)));
            }
            Console.WriteLine("done");
            Console.ReadLine();
        }
    }
}