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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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8
data/real_v2/KR_2020.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999492,0.000000,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.977095,0.022176,0.000000,0.000000,0.000000,0.000729
A,0.000000,0.048004,0.940797,0.009642,0.000000,0.000000,0.001557
BBB,0.000000,0.000000,0.000000,0.989720,0.000000,0.000000,0.010280
BB,0.000000,0.000000,0.000000,0.000000,0.982240,0.000000,0.017760
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.900026,0.099974
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 0.999492 0.000000 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.977095 0.022176 0.000000 0.000000 0.000000 0.000729
4 A 0.000000 0.048004 0.940797 0.009642 0.000000 0.000000 0.001557
5 BBB 0.000000 0.000000 0.000000 0.989720 0.000000 0.000000 0.010280
6 BB 0.000000 0.000000 0.000000 0.000000 0.982240 0.000000 0.017760
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.900026 0.099974
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000