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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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8
data/real_v2/AVG_2012.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999658,0.000000,0.000000,0.000000,0.000000,0.000000,0.000342
AA,0.000000,0.996055,0.003191,0.000000,0.000000,0.000000,0.000754
A,0.000000,0.045282,0.890911,0.057354,0.000000,0.000000,0.006454
BBB,0.000000,0.000000,0.044093,0.854763,0.078891,0.000000,0.022252
BB,0.000000,0.000000,0.000000,0.000000,0.872318,0.046550,0.081132
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.620364,0.379636
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 0.999658 0.000000 0.000000 0.000000 0.000000 0.000000 0.000342
3 AA 0.000000 0.996055 0.003191 0.000000 0.000000 0.000000 0.000754
4 A 0.000000 0.045282 0.890911 0.057354 0.000000 0.000000 0.006454
5 BBB 0.000000 0.000000 0.044093 0.854763 0.078891 0.000000 0.022252
6 BB 0.000000 0.000000 0.000000 0.000000 0.872318 0.046550 0.081132
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.620364 0.379636
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000