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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_2009.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999480,0.000000,0.000000,0.000000,0.000000,0.000000,0.000520
AA,0.009649,0.989604,0.000000,0.000000,0.000000,0.000000,0.000748
A,0.000000,0.104282,0.874984,0.019158,0.000000,0.000000,0.001576
BBB,0.000000,0.000000,0.067420,0.847866,0.000000,0.072487,0.012228
BB,0.000000,0.000000,0.000000,0.000000,0.672167,0.183389,0.144445
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.868943,0.131057
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 0.999480 0.000000 0.000000 0.000000 0.000000 0.000000 0.000520
3 AA 0.009649 0.989604 0.000000 0.000000 0.000000 0.000000 0.000748
4 A 0.000000 0.104282 0.874984 0.019158 0.000000 0.000000 0.001576
5 BBB 0.000000 0.000000 0.067420 0.847866 0.000000 0.072487 0.012228
6 BB 0.000000 0.000000 0.000000 0.000000 0.672167 0.183389 0.144445
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.868943 0.131057
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000