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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_2013.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,0.009257,0.980737,0.009257,0.000000,0.000000,0.000000,0.000749
A,0.000000,0.046650,0.914383,0.037342,0.000000,0.000000,0.001625
BBB,0.000000,0.000000,0.021327,0.872275,0.000000,0.063863,0.042535
BB,0.000000,0.000000,0.000000,0.000000,0.703690,0.222264,0.074046
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.909100,0.090900
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 0.009257 0.980737 0.009257 0.000000 0.000000 0.000000 0.000749
4 A 0.000000 0.046650 0.914383 0.037342 0.000000 0.000000 0.001625
5 BBB 0.000000 0.000000 0.021327 0.872275 0.000000 0.063863 0.042535
6 BB 0.000000 0.000000 0.000000 0.000000 0.703690 0.222264 0.074046
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.909100 0.090900
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000