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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_2009.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999475,0.000000,0.000000,0.000000,0.000000,0.000000,0.000525
AA,0.000000,0.999259,0.000000,0.000000,0.000000,0.000000,0.000741
A,0.000000,0.102069,0.873612,0.022718,0.000000,0.000000,0.001602
BBB,0.000000,0.000000,0.042055,0.861308,0.000000,0.083973,0.012663
BB,0.000000,0.000000,0.000000,0.000000,0.733252,0.133374,0.133374
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.870918,0.129082
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 0.999475 0.000000 0.000000 0.000000 0.000000 0.000000 0.000525
3 AA 0.000000 0.999259 0.000000 0.000000 0.000000 0.000000 0.000741
4 A 0.000000 0.102069 0.873612 0.022718 0.000000 0.000000 0.001602
5 BBB 0.000000 0.000000 0.042055 0.861308 0.000000 0.083973 0.012663
6 BB 0.000000 0.000000 0.000000 0.000000 0.733252 0.133374 0.133374
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.870918 0.129082
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000