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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_2004.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999443,0.000000,0.000000,0.000000,0.000000,0.000000,0.000557
AA,0.049983,0.949209,0.000000,0.000000,0.000000,0.000000,0.000808
A,0.000000,0.134406,0.825309,0.038384,0.000000,0.000000,0.001902
BBB,0.000000,0.000000,0.083640,0.891822,0.013940,0.000000,0.010597
BB,0.000000,0.000000,0.000000,0.200000,0.450000,0.050000,0.300000
B,0.000000,0.000000,0.000000,0.055556,0.000000,0.666667,0.277778
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 0.999443 0.000000 0.000000 0.000000 0.000000 0.000000 0.000557
3 AA 0.049983 0.949209 0.000000 0.000000 0.000000 0.000000 0.000808
4 A 0.000000 0.134406 0.825309 0.038384 0.000000 0.000000 0.001902
5 BBB 0.000000 0.000000 0.083640 0.891822 0.013940 0.000000 0.010597
6 BB 0.000000 0.000000 0.000000 0.200000 0.450000 0.050000 0.300000
7 B 0.000000 0.000000 0.000000 0.055556 0.000000 0.666667 0.277778
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000