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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_2006.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999644,0.000000,0.000000,0.000000,0.000000,0.000000,0.000356
AA,0.039606,0.948886,0.010743,0.000000,0.000000,0.000000,0.000764
A,0.000000,0.150281,0.848139,0.000000,0.000000,0.000000,0.001580
BBB,0.000000,0.000000,0.098944,0.861139,0.009157,0.018314,0.012446
BB,0.000000,0.000000,0.052306,0.112803,0.694598,0.114369,0.025923
B,0.000000,0.000000,0.000000,0.000000,0.012747,0.953307,0.033946
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 0.999644 0.000000 0.000000 0.000000 0.000000 0.000000 0.000356
3 AA 0.039606 0.948886 0.010743 0.000000 0.000000 0.000000 0.000764
4 A 0.000000 0.150281 0.848139 0.000000 0.000000 0.000000 0.001580
5 BBB 0.000000 0.000000 0.098944 0.861139 0.009157 0.018314 0.012446
6 BB 0.000000 0.000000 0.052306 0.112803 0.694598 0.114369 0.025923
7 B 0.000000 0.000000 0.000000 0.000000 0.012747 0.953307 0.033946
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000