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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_2000.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999818,0.000000,0.000000,0.000000,0.000000,0.000000,0.000182
AA,0.014482,0.970531,0.014482,0.000000,0.000000,0.000000,0.000506
A,0.000000,0.121874,0.815821,0.047328,0.013325,0.000000,0.001652
BBB,0.000000,0.000000,0.056796,0.877283,0.055767,0.000000,0.010154
BB,0.000000,0.000000,0.000000,0.075598,0.859688,0.031391,0.033323
B,0.000000,0.000000,0.000000,0.000000,0.114805,0.786800,0.098395
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 0.999818 0.000000 0.000000 0.000000 0.000000 0.000000 0.000182
3 AA 0.014482 0.970531 0.014482 0.000000 0.000000 0.000000 0.000506
4 A 0.000000 0.121874 0.815821 0.047328 0.013325 0.000000 0.001652
5 BBB 0.000000 0.000000 0.056796 0.877283 0.055767 0.000000 0.010154
6 BB 0.000000 0.000000 0.000000 0.075598 0.859688 0.031391 0.033323
7 B 0.000000 0.000000 0.000000 0.000000 0.114805 0.786800 0.098395
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000