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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_2002.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,0.083303,0.915848,0.000000,0.000000,0.000000,0.000000,0.000849
A,0.000000,0.101881,0.896467,0.000000,0.000000,0.000000,0.001652
BBB,0.000000,0.000000,0.056380,0.902225,0.028190,0.000000,0.013204
BB,0.000000,0.000000,0.000000,0.114754,0.721311,0.131148,0.032787
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.785669,0.214331
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 0.083303 0.915848 0.000000 0.000000 0.000000 0.000000 0.000849
4 A 0.000000 0.101881 0.896467 0.000000 0.000000 0.000000 0.001652
5 BBB 0.000000 0.000000 0.056380 0.902225 0.028190 0.000000 0.013204
6 BB 0.000000 0.000000 0.000000 0.114754 0.721311 0.131148 0.032787
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.785669 0.214331
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000