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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_2005.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999457,0.000000,0.000000,0.000000,0.000000,0.000000,0.000543
AA,0.027039,0.960219,0.011893,0.000000,0.000000,0.000000,0.000849
A,0.000000,0.080582,0.899691,0.017936,0.000000,0.000000,0.001791
BBB,0.000000,0.000000,0.112753,0.877154,0.000000,0.000000,0.010093
BB,0.000000,0.000000,0.000000,0.170972,0.788720,0.016363,0.023944
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.834730,0.165270
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 0.999457 0.000000 0.000000 0.000000 0.000000 0.000000 0.000543
3 AA 0.027039 0.960219 0.011893 0.000000 0.000000 0.000000 0.000849
4 A 0.000000 0.080582 0.899691 0.017936 0.000000 0.000000 0.001791
5 BBB 0.000000 0.000000 0.112753 0.877154 0.000000 0.000000 0.010093
6 BB 0.000000 0.000000 0.000000 0.170972 0.788720 0.016363 0.023944
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.834730 0.165270
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000