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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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8
data/real_v2/AVG_2020.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999492,0.000000,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.979560,0.019697,0.000000,0.000000,0.000000,0.000743
A,0.000000,0.031319,0.948558,0.018531,0.000000,0.000000,0.001592
BBB,0.000000,0.000000,0.000000,0.974538,0.015001,0.000000,0.010460
BB,0.000000,0.000000,0.000000,0.000000,0.981982,0.000000,0.018018
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.950001,0.049999
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 0.999492 0.000000 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.979560 0.019697 0.000000 0.000000 0.000000 0.000743
4 A 0.000000 0.031319 0.948558 0.018531 0.000000 0.000000 0.001592
5 BBB 0.000000 0.000000 0.000000 0.974538 0.015001 0.000000 0.010460
6 BB 0.000000 0.000000 0.000000 0.000000 0.981982 0.000000 0.018018
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.950001 0.049999
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000