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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_2024.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999475,0.000000,0.000000,0.000000,0.000000,0.000000,0.000525
AA,0.014076,0.978215,0.006987,0.000000,0.000000,0.000000,0.000723
A,0.000000,0.000000,0.989112,0.009130,0.000000,0.000000,0.001758
BBB,0.000000,0.000000,0.000000,0.957404,0.031940,0.000000,0.010656
BB,0.000000,0.000000,0.000000,0.000000,0.928580,0.035710,0.035710
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.941123,0.058877
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 0.999475 0.000000 0.000000 0.000000 0.000000 0.000000 0.000525
3 AA 0.014076 0.978215 0.006987 0.000000 0.000000 0.000000 0.000723
4 A 0.000000 0.000000 0.989112 0.009130 0.000000 0.000000 0.001758
5 BBB 0.000000 0.000000 0.000000 0.957404 0.031940 0.000000 0.010656
6 BB 0.000000 0.000000 0.000000 0.000000 0.928580 0.035710 0.035710
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.941123 0.058877
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000