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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_2021.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999483,0.000000,0.000000,0.000000,0.000000,0.000000,0.000517
AA,0.000000,0.982452,0.016823,0.000000,0.000000,0.000000,0.000725
A,0.000000,0.019672,0.978671,0.000000,0.000000,0.000000,0.001657
BBB,0.000000,0.000000,0.045322,0.944085,0.000000,0.000000,0.010593
BB,0.000000,0.000000,0.000000,0.000000,0.893078,0.085272,0.021650
B,0.000000,0.000000,0.000000,0.000000,0.035528,0.910028,0.054444
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 0.999483 0.000000 0.000000 0.000000 0.000000 0.000000 0.000517
3 AA 0.000000 0.982452 0.016823 0.000000 0.000000 0.000000 0.000725
4 A 0.000000 0.019672 0.978671 0.000000 0.000000 0.000000 0.001657
5 BBB 0.000000 0.000000 0.045322 0.944085 0.000000 0.000000 0.010593
6 BB 0.000000 0.000000 0.000000 0.000000 0.893078 0.085272 0.021650
7 B 0.000000 0.000000 0.000000 0.000000 0.035528 0.910028 0.054444
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000