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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_2024.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.988755,0.010732,0.000000,0.000000,0.000000,0.000000,0.000513
AA,0.009172,0.985613,0.004488,0.000000,0.000000,0.000000,0.000727
A,0.000000,0.002856,0.986074,0.009322,0.000000,0.000000,0.001748
BBB,0.000000,0.000000,0.000000,0.977458,0.010647,0.000000,0.011896
BB,0.000000,0.000000,0.000000,0.018718,0.899084,0.057865,0.024333
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.880364,0.119636
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 0.988755 0.010732 0.000000 0.000000 0.000000 0.000000 0.000513
3 AA 0.009172 0.985613 0.004488 0.000000 0.000000 0.000000 0.000727
4 A 0.000000 0.002856 0.986074 0.009322 0.000000 0.000000 0.001748
5 BBB 0.000000 0.000000 0.000000 0.977458 0.010647 0.000000 0.011896
6 BB 0.000000 0.000000 0.000000 0.018718 0.899084 0.057865 0.024333
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.880364 0.119636
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000