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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_2015.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.987232,0.012224,0.000000,0.000000,0.000000,0.000000,0.000544
AA,0.000000,0.941719,0.057547,0.000000,0.000000,0.000000,0.000734
A,0.000000,0.044630,0.889102,0.044018,0.020540,0.000000,0.001710
BBB,0.000000,0.000000,0.000000,0.875778,0.058053,0.054868,0.011301
BB,0.000000,0.000000,0.000000,0.000000,0.826121,0.073481,0.100399
B,0.000000,0.000000,0.000000,0.000000,0.033357,0.819665,0.146978
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 0.987232 0.012224 0.000000 0.000000 0.000000 0.000000 0.000544
3 AA 0.000000 0.941719 0.057547 0.000000 0.000000 0.000000 0.000734
4 A 0.000000 0.044630 0.889102 0.044018 0.020540 0.000000 0.001710
5 BBB 0.000000 0.000000 0.000000 0.875778 0.058053 0.054868 0.011301
6 BB 0.000000 0.000000 0.000000 0.000000 0.826121 0.073481 0.100399
7 B 0.000000 0.000000 0.000000 0.000000 0.033357 0.819665 0.146978
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000