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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_2022.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999653,0.000000,0.000000,0.000000,0.000000,0.000000,0.000347
AA,0.000000,0.988162,0.011103,0.000000,0.000000,0.000000,0.000734
A,0.000000,0.023963,0.971352,0.003024,0.000000,0.000000,0.001661
BBB,0.000000,0.000000,0.056005,0.925617,0.007683,0.000000,0.010695
BB,0.000000,0.000000,0.000000,0.006403,0.927293,0.054591,0.011713
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.937747,0.062253
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 0.999653 0.000000 0.000000 0.000000 0.000000 0.000000 0.000347
3 AA 0.000000 0.988162 0.011103 0.000000 0.000000 0.000000 0.000734
4 A 0.000000 0.023963 0.971352 0.003024 0.000000 0.000000 0.001661
5 BBB 0.000000 0.000000 0.056005 0.925617 0.007683 0.000000 0.010695
6 BB 0.000000 0.000000 0.000000 0.006403 0.927293 0.054591 0.011713
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.937747 0.062253
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000