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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_2018.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.002560,0.989024,0.007664,0.000000,0.000000,0.000000,0.000752
A,0.000000,0.031976,0.955626,0.010632,0.000000,0.000000,0.001766
BBB,0.000000,0.000000,0.069339,0.916471,0.000000,0.000000,0.014191
BB,0.000000,0.000000,0.000000,0.036186,0.895470,0.046550,0.021793
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.951458,0.048542
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.002560 0.989024 0.007664 0.000000 0.000000 0.000000 0.000752
4 A 0.000000 0.031976 0.955626 0.010632 0.000000 0.000000 0.001766
5 BBB 0.000000 0.000000 0.069339 0.916471 0.000000 0.000000 0.014191
6 BB 0.000000 0.000000 0.000000 0.036186 0.895470 0.046550 0.021793
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.951458 0.048542
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000