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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_2018.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,0.007680,0.983911,0.007680,0.000000,0.000000,0.000000,0.000730
A,0.000000,0.032194,0.955430,0.010731,0.000000,0.000000,0.001644
BBB,0.000000,0.000000,0.085802,0.901066,0.000000,0.000000,0.013131
BB,0.000000,0.000000,0.000000,0.000000,0.837904,0.139651,0.022445
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.953670,0.046330
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 0.007680 0.983911 0.007680 0.000000 0.000000 0.000000 0.000730
4 A 0.000000 0.032194 0.955430 0.010731 0.000000 0.000000 0.001644
5 BBB 0.000000 0.000000 0.085802 0.901066 0.000000 0.000000 0.013131
6 BB 0.000000 0.000000 0.000000 0.000000 0.837904 0.139651 0.022445
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.953670 0.046330
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000