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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_2005.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999445,0.000000,0.000000,0.000000,0.000000,0.000000,0.000555
AA,0.045436,0.953637,0.000000,0.000000,0.000000,0.000000,0.000927
A,0.000000,0.094130,0.866336,0.037724,0.000000,0.000000,0.001810
BBB,0.000000,0.000000,0.104804,0.885258,0.000000,0.000000,0.009938
BB,0.000000,0.000000,0.000000,0.147150,0.784840,0.049089,0.018920
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.750000,0.250000
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 0.999445 0.000000 0.000000 0.000000 0.000000 0.000000 0.000555
3 AA 0.045436 0.953637 0.000000 0.000000 0.000000 0.000000 0.000927
4 A 0.000000 0.094130 0.866336 0.037724 0.000000 0.000000 0.001810
5 BBB 0.000000 0.000000 0.104804 0.885258 0.000000 0.000000 0.009938
6 BB 0.000000 0.000000 0.000000 0.147150 0.784840 0.049089 0.018920
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.750000 0.250000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000