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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_2011.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.999259,0.000000,0.000000,0.000000,0.000000,0.000741
A,0.000000,0.073300,0.925132,0.000000,0.000000,0.000000,0.001568
BBB,0.000000,0.000000,0.049496,0.940632,0.000000,0.000000,0.009872
BB,0.000000,0.000000,0.000000,0.000000,0.977995,0.000000,0.022005
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.800000,0.200000
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.999259 0.000000 0.000000 0.000000 0.000000 0.000741
4 A 0.000000 0.073300 0.925132 0.000000 0.000000 0.000000 0.001568
5 BBB 0.000000 0.000000 0.049496 0.940632 0.000000 0.000000 0.009872
6 BB 0.000000 0.000000 0.000000 0.000000 0.977995 0.000000 0.022005
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.800000 0.200000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000