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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_2000.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.999247,0.000000,0.000000,0.000000,0.000000,0.000753
A,0.000000,0.081527,0.855758,0.040708,0.020354,0.000000,0.001652
BBB,0.000000,0.000000,0.078805,0.858224,0.052574,0.000000,0.010396
BB,0.000000,0.000000,0.000000,0.064964,0.844180,0.051902,0.038955
B,0.000000,0.000000,0.000000,0.000000,0.083322,0.791628,0.125050
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.999247 0.000000 0.000000 0.000000 0.000000 0.000753
4 A 0.000000 0.081527 0.855758 0.040708 0.020354 0.000000 0.001652
5 BBB 0.000000 0.000000 0.078805 0.858224 0.052574 0.000000 0.010396
6 BB 0.000000 0.000000 0.000000 0.064964 0.844180 0.051902 0.038955
7 B 0.000000 0.000000 0.000000 0.000000 0.083322 0.791628 0.125050
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000