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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_2016.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999484,0.000000,0.000000,0.000000,0.000000,0.000000,0.000516
AA,0.000000,0.986124,0.013142,0.000000,0.000000,0.000000,0.000734
A,0.000000,0.006441,0.967305,0.024658,0.000000,0.000000,0.001597
BBB,0.000000,0.000000,0.103908,0.851404,0.033179,0.000000,0.011510
BB,0.000000,0.000000,0.017561,0.000000,0.807022,0.122785,0.052632
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.890565,0.109435
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 0.999484 0.000000 0.000000 0.000000 0.000000 0.000000 0.000516
3 AA 0.000000 0.986124 0.013142 0.000000 0.000000 0.000000 0.000734
4 A 0.000000 0.006441 0.967305 0.024658 0.000000 0.000000 0.001597
5 BBB 0.000000 0.000000 0.103908 0.851404 0.033179 0.000000 0.011510
6 BB 0.000000 0.000000 0.017561 0.000000 0.807022 0.122785 0.052632
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.890565 0.109435
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000