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feat(data): implement market-implied PD floor and 7x7 transition matrix parsing #task-290

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Variet Agent
2026-03-11 15:53:38 +09:00
parent 0762fcc5d8
commit b8514c1251
235 changed files with 1729 additions and 1102 deletions
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8
data/real_v2/AVG_1999.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.833153,0.166667,0.000000,0.000000,0.000000,0.000000,0.000180
AA,0.000000,0.933083,0.066667,0.000000,0.000000,0.000000,0.000250
A,0.000000,0.061671,0.736238,0.117068,0.000000,0.083367,0.001657
BBB,0.000000,0.000000,0.061712,0.790523,0.061392,0.075733,0.010639
BB,0.000000,0.000000,0.000000,0.132042,0.780556,0.067587,0.019815
B,0.000000,0.000000,0.000000,0.023801,0.090450,0.697614,0.188136
D,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000,1.000000
1 AAA AA A BBB BB B D
2 AAA 0.833153 0.166667 0.000000 0.000000 0.000000 0.000000 0.000180
3 AA 0.000000 0.933083 0.066667 0.000000 0.000000 0.000000 0.000250
4 A 0.000000 0.061671 0.736238 0.117068 0.000000 0.083367 0.001657
5 BBB 0.000000 0.000000 0.061712 0.790523 0.061392 0.075733 0.010639
6 BB 0.000000 0.000000 0.000000 0.132042 0.780556 0.067587 0.019815
7 B 0.000000 0.000000 0.000000 0.023801 0.090450 0.697614 0.188136
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000