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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_2014.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.982214,0.017269,0.000000,0.000000,0.000000,0.000000,0.000517
AA,0.000000,0.934398,0.064860,0.000000,0.000000,0.000000,0.000742
A,0.000000,0.042644,0.911134,0.039359,0.000000,0.000000,0.006863
BBB,0.000000,0.000000,0.048934,0.753031,0.094754,0.082267,0.021013
BB,0.000000,0.000000,0.000000,0.000000,0.884298,0.048719,0.066982
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.931108,0.068892
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 0.982214 0.017269 0.000000 0.000000 0.000000 0.000000 0.000517
3 AA 0.000000 0.934398 0.064860 0.000000 0.000000 0.000000 0.000742
4 A 0.000000 0.042644 0.911134 0.039359 0.000000 0.000000 0.006863
5 BBB 0.000000 0.000000 0.048934 0.753031 0.094754 0.082267 0.021013
6 BB 0.000000 0.000000 0.000000 0.000000 0.884298 0.048719 0.066982
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.931108 0.068892
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000