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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_2014.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.983345,0.016147,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.932074,0.067181,0.000000,0.000000,0.000000,0.000744
A,0.000000,0.042076,0.914206,0.042076,0.000000,0.000000,0.001641
BBB,0.000000,0.000000,0.023774,0.762030,0.095211,0.095211,0.023774
BB,0.000000,0.000000,0.000000,0.000000,0.850007,0.049953,0.100041
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.928504,0.071496
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 0.983345 0.016147 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.932074 0.067181 0.000000 0.000000 0.000000 0.000744
4 A 0.000000 0.042076 0.914206 0.042076 0.000000 0.000000 0.001641
5 BBB 0.000000 0.000000 0.023774 0.762030 0.095211 0.095211 0.023774
6 BB 0.000000 0.000000 0.000000 0.000000 0.850007 0.049953 0.100041
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.928504 0.071496
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000