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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_2025.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.996879,0.002609,0.000000,0.000000,0.000000,0.000000,0.000512
AA,0.005305,0.971124,0.022690,0.000140,0.000000,0.000000,0.000741
A,0.000000,0.018685,0.959782,0.018699,0.000442,0.000737,0.001655
BBB,0.000000,0.000000,0.053864,0.919788,0.010295,0.005265,0.010788
BB,0.000000,0.000000,0.000961,0.018349,0.867660,0.080888,0.032142
B,0.000000,0.000000,0.000000,0.001442,0.059834,0.762310,0.176413
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 0.996879 0.002609 0.000000 0.000000 0.000000 0.000000 0.000512
3 AA 0.005305 0.971124 0.022690 0.000140 0.000000 0.000000 0.000741
4 A 0.000000 0.018685 0.959782 0.018699 0.000442 0.000737 0.001655
5 BBB 0.000000 0.000000 0.053864 0.919788 0.010295 0.005265 0.010788
6 BB 0.000000 0.000000 0.000961 0.018349 0.867660 0.080888 0.032142
7 B 0.000000 0.000000 0.000000 0.001442 0.059834 0.762310 0.176413
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000