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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_2008.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999654,0.000000,0.000000,0.000000,0.000000,0.000000,0.000346
AA,0.000000,0.969308,0.029932,0.000000,0.000000,0.000000,0.000760
A,0.000000,0.031432,0.921828,0.045140,0.000000,0.000000,0.001601
BBB,0.000000,0.000000,0.100712,0.788730,0.093978,0.000000,0.016580
BB,0.000000,0.000000,0.000000,0.000000,0.832355,0.082881,0.084765
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.926002,0.073998
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 0.999654 0.000000 0.000000 0.000000 0.000000 0.000000 0.000346
3 AA 0.000000 0.969308 0.029932 0.000000 0.000000 0.000000 0.000760
4 A 0.000000 0.031432 0.921828 0.045140 0.000000 0.000000 0.001601
5 BBB 0.000000 0.000000 0.100712 0.788730 0.093978 0.000000 0.016580
6 BB 0.000000 0.000000 0.000000 0.000000 0.832355 0.082881 0.084765
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.926002 0.073998
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000