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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_2002.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999822,0.000000,0.000000,0.000000,0.000000,0.000000,0.000178
AA,0.076293,0.851519,0.071357,0.000000,0.000000,0.000000,0.000831
A,0.000000,0.114693,0.870532,0.013056,0.000000,0.000000,0.001719
BBB,0.000000,0.000000,0.047149,0.902183,0.037742,0.000000,0.012925
BB,0.000000,0.000000,0.000000,0.094675,0.725113,0.132275,0.047937
B,0.000000,0.000000,0.000000,0.000000,0.080869,0.705528,0.213603
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 0.999822 0.000000 0.000000 0.000000 0.000000 0.000000 0.000178
3 AA 0.076293 0.851519 0.071357 0.000000 0.000000 0.000000 0.000831
4 A 0.000000 0.114693 0.870532 0.013056 0.000000 0.000000 0.001719
5 BBB 0.000000 0.000000 0.047149 0.902183 0.037742 0.000000 0.012925
6 BB 0.000000 0.000000 0.000000 0.094675 0.725113 0.132275 0.047937
7 B 0.000000 0.000000 0.000000 0.000000 0.080869 0.705528 0.213603
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000