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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_2023.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.985443,0.014018,0.000000,0.000000,0.000000,0.000000,0.000539
AA,0.024295,0.928494,0.044214,0.001036,0.000576,0.000576,0.000810
A,0.000000,0.140393,0.803316,0.043990,0.002942,0.006418,0.002942
BBB,0.000000,0.000972,0.210919,0.685566,0.045845,0.035801,0.020897
BB,0.000000,0.000000,0.023439,0.179363,0.441274,0.152866,0.203057
B,0.000000,0.000000,0.000000,0.029265,0.014633,0.431507,0.524595
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 0.985443 0.014018 0.000000 0.000000 0.000000 0.000000 0.000539
3 AA 0.024295 0.928494 0.044214 0.001036 0.000576 0.000576 0.000810
4 A 0.000000 0.140393 0.803316 0.043990 0.002942 0.006418 0.002942
5 BBB 0.000000 0.000972 0.210919 0.685566 0.045845 0.035801 0.020897
6 BB 0.000000 0.000000 0.023439 0.179363 0.441274 0.152866 0.203057
7 B 0.000000 0.000000 0.000000 0.029265 0.014633 0.431507 0.524595
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000