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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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data/real_v2/KR_1999.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.500000,0.500000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.800000,0.200000,0.000000,0.000000,0.000000,0.000000
A,0.000000,0.078330,0.704756,0.136998,0.000000,0.078330,0.001587
BBB,0.000000,0.000000,0.039593,0.844461,0.039593,0.065951,0.010402
BB,0.000000,0.000000,0.000000,0.173092,0.720955,0.086485,0.019468
B,0.000000,0.000000,0.000000,0.071403,0.071403,0.642866,0.214329
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 0.500000 0.500000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.800000 0.200000 0.000000 0.000000 0.000000 0.000000
4 A 0.000000 0.078330 0.704756 0.136998 0.000000 0.078330 0.001587
5 BBB 0.000000 0.000000 0.039593 0.844461 0.039593 0.065951 0.010402
6 BB 0.000000 0.000000 0.000000 0.173092 0.720955 0.086485 0.019468
7 B 0.000000 0.000000 0.000000 0.071403 0.071403 0.642866 0.214329
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000