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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_2011.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999660,0.000000,0.000000,0.000000,0.000000,0.000000,0.000340
AA,0.000000,0.999255,0.000000,0.000000,0.000000,0.000000,0.000745
A,0.000000,0.080763,0.911025,0.000000,0.000000,0.006626,0.001587
BBB,0.000000,0.000000,0.056721,0.899728,0.020130,0.000000,0.023421
BB,0.000000,0.000000,0.000000,0.000000,0.946936,0.000000,0.053064
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.850017,0.149983
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 0.999660 0.000000 0.000000 0.000000 0.000000 0.000000 0.000340
3 AA 0.000000 0.999255 0.000000 0.000000 0.000000 0.000000 0.000745
4 A 0.000000 0.080763 0.911025 0.000000 0.000000 0.006626 0.001587
5 BBB 0.000000 0.000000 0.056721 0.899728 0.020130 0.000000 0.023421
6 BB 0.000000 0.000000 0.000000 0.000000 0.946936 0.000000 0.053064
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.850017 0.149983
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000