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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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data/real_v2/AVG_2001.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999594,0.000000,0.000000,0.000000,0.000000,0.000000,0.000406
AA,0.061393,0.893062,0.030264,0.014482,0.000000,0.000000,0.000799
A,0.000000,0.100866,0.860160,0.037238,0.000000,0.000000,0.001736
BBB,0.000000,0.000000,0.067887,0.844886,0.060075,0.012198,0.014954
BB,0.000000,0.000000,0.000000,0.062751,0.845112,0.042148,0.049989
B,0.000000,0.000000,0.000000,0.000000,0.160363,0.660413,0.179224
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 0.999594 0.000000 0.000000 0.000000 0.000000 0.000000 0.000406
3 AA 0.061393 0.893062 0.030264 0.014482 0.000000 0.000000 0.000799
4 A 0.000000 0.100866 0.860160 0.037238 0.000000 0.000000 0.001736
5 BBB 0.000000 0.000000 0.067887 0.844886 0.060075 0.012198 0.014954
6 BB 0.000000 0.000000 0.000000 0.062751 0.845112 0.042148 0.049989
7 B 0.000000 0.000000 0.000000 0.000000 0.160363 0.660413 0.179224
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000