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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_2008.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999486,0.000000,0.000000,0.000000,0.000000,0.000000,0.000514
AA,0.000000,0.954843,0.044391,0.000000,0.000000,0.000000,0.000766
A,0.000000,0.040518,0.944431,0.013471,0.000000,0.000000,0.001580
BBB,0.000000,0.000000,0.108382,0.813100,0.067710,0.000000,0.010808
BB,0.000000,0.000000,0.000000,0.000000,0.849962,0.050049,0.099989
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.894743,0.105257
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 0.999486 0.000000 0.000000 0.000000 0.000000 0.000000 0.000514
3 AA 0.000000 0.954843 0.044391 0.000000 0.000000 0.000000 0.000766
4 A 0.000000 0.040518 0.944431 0.013471 0.000000 0.000000 0.001580
5 BBB 0.000000 0.000000 0.108382 0.813100 0.067710 0.000000 0.010808
6 BB 0.000000 0.000000 0.000000 0.000000 0.849962 0.050049 0.099989
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.894743 0.105257
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000