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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_2015.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.981247,0.018208,0.000000,0.000000,0.000000,0.000000,0.000545
AA,0.000000,0.934804,0.064476,0.000000,0.000000,0.000000,0.000720
A,0.000000,0.044333,0.898536,0.033249,0.022166,0.000000,0.001716
BBB,0.000000,0.000000,0.000000,0.933198,0.056574,0.000000,0.010228
BB,0.000000,0.000000,0.000000,0.000000,0.769245,0.153775,0.076980
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.909138,0.090862
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 0.981247 0.018208 0.000000 0.000000 0.000000 0.000000 0.000545
3 AA 0.000000 0.934804 0.064476 0.000000 0.000000 0.000000 0.000720
4 A 0.000000 0.044333 0.898536 0.033249 0.022166 0.000000 0.001716
5 BBB 0.000000 0.000000 0.000000 0.933198 0.056574 0.000000 0.010228
6 BB 0.000000 0.000000 0.000000 0.000000 0.769245 0.153775 0.076980
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.909138 0.090862
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000