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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_2019.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.988297,0.011533,0.000000,0.000000,0.000000,0.000000,0.000169
AA,0.000000,0.991779,0.007470,0.000000,0.000000,0.000000,0.000751
A,0.000000,0.023290,0.955026,0.020028,0.000000,0.000000,0.001657
BBB,0.000000,0.000000,0.056769,0.900917,0.031417,0.000000,0.010898
BB,0.000000,0.000000,0.000000,0.000000,0.839737,0.088126,0.072138
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.854858,0.145142
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 0.988297 0.011533 0.000000 0.000000 0.000000 0.000000 0.000169
3 AA 0.000000 0.991779 0.007470 0.000000 0.000000 0.000000 0.000751
4 A 0.000000 0.023290 0.955026 0.020028 0.000000 0.000000 0.001657
5 BBB 0.000000 0.000000 0.056769 0.900917 0.031417 0.000000 0.010898
6 BB 0.000000 0.000000 0.000000 0.000000 0.839737 0.088126 0.072138
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.854858 0.145142
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000