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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_2019.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.983300,0.016700,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.999259,0.000000,0.000000,0.000000,0.000000,0.000741
A,0.000000,0.020325,0.947474,0.030595,0.000000,0.000000,0.001606
BBB,0.000000,0.000000,0.047152,0.895209,0.047152,0.000000,0.010487
BB,0.000000,0.000000,0.000000,0.000000,0.880236,0.097758,0.022005
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.875044,0.124956
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 0.983300 0.016700 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.999259 0.000000 0.000000 0.000000 0.000000 0.000741
4 A 0.000000 0.020325 0.947474 0.030595 0.000000 0.000000 0.001606
5 BBB 0.000000 0.000000 0.047152 0.895209 0.047152 0.000000 0.010487
6 BB 0.000000 0.000000 0.000000 0.000000 0.880236 0.097758 0.022005
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.875044 0.124956
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000