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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_2003.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,0.128922,0.676947,0.193383,0.000000,0.000000,0.000000,0.000748
A,0.000000,0.020392,0.937141,0.040784,0.000000,0.000000,0.001682
BBB,0.000000,0.000000,0.052759,0.910283,0.026436,0.000000,0.010523
BB,0.000000,0.000000,0.035714,0.107143,0.607143,0.214286,0.035714
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.923012,0.076988
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 0.128922 0.676947 0.193383 0.000000 0.000000 0.000000 0.000748
4 A 0.000000 0.020392 0.937141 0.040784 0.000000 0.000000 0.001682
5 BBB 0.000000 0.000000 0.052759 0.910283 0.026436 0.000000 0.010523
6 BB 0.000000 0.000000 0.035714 0.107143 0.607143 0.214286 0.035714
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.923012 0.076988
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000