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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_2007.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999485,0.000000,0.000000,0.000000,0.000000,0.000000,0.000515
AA,0.033360,0.926329,0.039534,0.000000,0.000000,0.000000,0.000777
A,0.000000,0.030383,0.949557,0.018161,0.000000,0.000000,0.001899
BBB,0.000000,0.000000,0.153141,0.817738,0.019109,0.000000,0.010013
BB,0.000000,0.000000,0.000000,0.000000,0.765429,0.202865,0.031706
B,0.000000,0.000000,0.020575,0.000000,0.034926,0.882136,0.062364
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 0.999485 0.000000 0.000000 0.000000 0.000000 0.000000 0.000515
3 AA 0.033360 0.926329 0.039534 0.000000 0.000000 0.000000 0.000777
4 A 0.000000 0.030383 0.949557 0.018161 0.000000 0.000000 0.001899
5 BBB 0.000000 0.000000 0.153141 0.817738 0.019109 0.000000 0.010013
6 BB 0.000000 0.000000 0.000000 0.000000 0.765429 0.202865 0.031706
7 B 0.000000 0.000000 0.020575 0.000000 0.034926 0.882136 0.062364
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000