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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_2007.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999485,0.000000,0.000000,0.000000,0.000000,0.000000,0.000515
AA,0.076879,0.896739,0.025589,0.000000,0.000000,0.000000,0.000793
A,0.000000,0.036999,0.942560,0.018499,0.000000,0.000000,0.001943
BBB,0.000000,0.000000,0.156948,0.821083,0.012114,0.000000,0.009855
BB,0.000000,0.000000,0.000000,0.000000,0.693633,0.277381,0.028986
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.944135,0.055865
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 0.999485 0.000000 0.000000 0.000000 0.000000 0.000000 0.000515
3 AA 0.076879 0.896739 0.025589 0.000000 0.000000 0.000000 0.000793
4 A 0.000000 0.036999 0.942560 0.018499 0.000000 0.000000 0.001943
5 BBB 0.000000 0.000000 0.156948 0.821083 0.012114 0.000000 0.009855
6 BB 0.000000 0.000000 0.000000 0.000000 0.693633 0.277381 0.028986
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.944135 0.055865
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000