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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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8
data/real_v2/KR_2006.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999449,0.000000,0.000000,0.000000,0.000000,0.000000,0.000551
AA,0.032230,0.934791,0.032230,0.000000,0.000000,0.000000,0.000748
A,0.000000,0.146789,0.851646,0.000000,0.000000,0.000000,0.001565
BBB,0.000000,0.000000,0.082392,0.870592,0.011754,0.023508,0.011754
BB,0.000000,0.000000,0.058847,0.058847,0.647051,0.176407,0.058847
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.941198,0.058802
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 0.999449 0.000000 0.000000 0.000000 0.000000 0.000000 0.000551
3 AA 0.032230 0.934791 0.032230 0.000000 0.000000 0.000000 0.000748
4 A 0.000000 0.146789 0.851646 0.000000 0.000000 0.000000 0.001565
5 BBB 0.000000 0.000000 0.082392 0.870592 0.011754 0.023508 0.011754
6 BB 0.000000 0.000000 0.058847 0.058847 0.647051 0.176407 0.058847
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.941198 0.058802
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000