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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_2016.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999481,0.000000,0.000000,0.000000,0.000000,0.000000,0.000519
AA,0.000000,0.983435,0.015823,0.000000,0.000000,0.000000,0.000742
A,0.000000,0.010048,0.968144,0.020203,0.000000,0.000000,0.001605
BBB,0.000000,0.000000,0.084814,0.848674,0.056542,0.000000,0.009969
BB,0.000000,0.000000,0.000000,0.000000,0.789500,0.157900,0.052600
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.846214,0.153786
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 0.999481 0.000000 0.000000 0.000000 0.000000 0.000000 0.000519
3 AA 0.000000 0.983435 0.015823 0.000000 0.000000 0.000000 0.000742
4 A 0.000000 0.010048 0.968144 0.020203 0.000000 0.000000 0.001605
5 BBB 0.000000 0.000000 0.084814 0.848674 0.056542 0.000000 0.009969
6 BB 0.000000 0.000000 0.000000 0.000000 0.789500 0.157900 0.052600
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.846214 0.153786
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000