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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_2012.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999482,0.000000,0.000000,0.000000,0.000000,0.000000,0.000518
AA,0.000000,0.999235,0.000000,0.000000,0.000000,0.000000,0.000765
A,0.000000,0.044629,0.892891,0.053554,0.000000,0.000000,0.008926
BBB,0.000000,0.000000,0.044044,0.880146,0.066014,0.000000,0.009796
BB,0.000000,0.000000,0.000000,0.000000,0.979020,0.000000,0.020980
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.444460,0.555540
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 0.999482 0.000000 0.000000 0.000000 0.000000 0.000000 0.000518
3 AA 0.000000 0.999235 0.000000 0.000000 0.000000 0.000000 0.000765
4 A 0.000000 0.044629 0.892891 0.053554 0.000000 0.000000 0.008926
5 BBB 0.000000 0.000000 0.044044 0.880146 0.066014 0.000000 0.009796
6 BB 0.000000 0.000000 0.000000 0.000000 0.979020 0.000000 0.020980
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.444460 0.555540
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000