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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_2017.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999661,0.000000,0.000000,0.000000,0.000000,0.000000,0.000339
AA,0.002489,0.996775,0.000000,0.000000,0.000000,0.000000,0.000736
A,0.000000,0.006869,0.944079,0.047271,0.000000,0.000000,0.001782
BBB,0.000000,0.000000,0.035633,0.952001,0.000000,0.000000,0.012367
BB,0.000000,0.000000,0.000000,0.000000,0.934255,0.042471,0.023274
B,0.000000,0.000000,0.000000,0.000000,0.035239,0.906300,0.058460
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 0.999661 0.000000 0.000000 0.000000 0.000000 0.000000 0.000339
3 AA 0.002489 0.996775 0.000000 0.000000 0.000000 0.000000 0.000736
4 A 0.000000 0.006869 0.944079 0.047271 0.000000 0.000000 0.001782
5 BBB 0.000000 0.000000 0.035633 0.952001 0.000000 0.000000 0.012367
6 BB 0.000000 0.000000 0.000000 0.000000 0.934255 0.042471 0.023274
7 B 0.000000 0.000000 0.000000 0.000000 0.035239 0.906300 0.058460
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000