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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_2013.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999825,0.000000,0.000000,0.000000,0.000000,0.000000,0.000175
AA,0.006134,0.973323,0.019797,0.000000,0.000000,0.000000,0.000745
A,0.000000,0.060975,0.894681,0.042767,0.000000,0.000000,0.001577
BBB,0.000000,0.000000,0.025036,0.835241,0.000000,0.099481,0.040243
BB,0.000000,0.000000,0.000000,0.019608,0.633854,0.267478,0.079061
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.898849,0.101151
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 0.999825 0.000000 0.000000 0.000000 0.000000 0.000000 0.000175
3 AA 0.006134 0.973323 0.019797 0.000000 0.000000 0.000000 0.000745
4 A 0.000000 0.060975 0.894681 0.042767 0.000000 0.000000 0.001577
5 BBB 0.000000 0.000000 0.025036 0.835241 0.000000 0.099481 0.040243
6 BB 0.000000 0.000000 0.000000 0.019608 0.633854 0.267478 0.079061
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.898849 0.101151
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000