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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_2001.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,0.049942,0.949320,0.000000,0.000000,0.000000,0.000000,0.000738
A,0.000000,0.106170,0.828416,0.063724,0.000000,0.000000,0.001691
BBB,0.000000,0.000000,0.030564,0.877612,0.061259,0.010188,0.020376
BB,0.000000,0.000000,0.000000,0.095284,0.857173,0.027206,0.020337
B,0.000000,0.000000,0.000000,0.000000,0.076950,0.769149,0.153901
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 0.049942 0.949320 0.000000 0.000000 0.000000 0.000000 0.000738
4 A 0.000000 0.106170 0.828416 0.063724 0.000000 0.000000 0.001691
5 BBB 0.000000 0.000000 0.030564 0.877612 0.061259 0.010188 0.020376
6 BB 0.000000 0.000000 0.000000 0.095284 0.857173 0.027206 0.020337
7 B 0.000000 0.000000 0.000000 0.000000 0.076950 0.769149 0.153901
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000