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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_2010.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999490,0.000000,0.000000,0.000000,0.000000,0.000000,0.000510
AA,0.016599,0.982653,0.000000,0.000000,0.000000,0.000000,0.000747
A,0.000000,0.076025,0.915166,0.007150,0.000000,0.000000,0.001659
BBB,0.000000,0.000000,0.150027,0.739609,0.000000,0.097626,0.012738
BB,0.000000,0.000000,0.000000,0.087367,0.758454,0.037027,0.117152
B,0.000000,0.000000,0.000000,0.000000,0.042016,0.702267,0.255717
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 0.999490 0.000000 0.000000 0.000000 0.000000 0.000000 0.000510
3 AA 0.016599 0.982653 0.000000 0.000000 0.000000 0.000000 0.000747
4 A 0.000000 0.076025 0.915166 0.007150 0.000000 0.000000 0.001659
5 BBB 0.000000 0.000000 0.150027 0.739609 0.000000 0.097626 0.012738
6 BB 0.000000 0.000000 0.000000 0.087367 0.758454 0.037027 0.117152
7 B 0.000000 0.000000 0.000000 0.000000 0.042016 0.702267 0.255717
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000