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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_2025.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.995162,0.004324,0.000000,0.000000,0.000000,0.000000,0.000515
AA,0.008632,0.969786,0.020421,0.000421,0.000000,0.000000,0.000741
A,0.000000,0.046298,0.920993,0.027514,0.001326,0.002210,0.001659
BBB,0.000000,0.000000,0.067269,0.875202,0.030885,0.015794,0.010850
BB,0.000000,0.000000,0.002883,0.055046,0.796592,0.097510,0.047969
B,0.000000,0.000000,0.000000,0.004327,0.012835,0.850303,0.132535
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 0.995162 0.004324 0.000000 0.000000 0.000000 0.000000 0.000515
3 AA 0.008632 0.969786 0.020421 0.000421 0.000000 0.000000 0.000741
4 A 0.000000 0.046298 0.920993 0.027514 0.001326 0.002210 0.001659
5 BBB 0.000000 0.000000 0.067269 0.875202 0.030885 0.015794 0.010850
6 BB 0.000000 0.000000 0.002883 0.055046 0.796592 0.097510 0.047969
7 B 0.000000 0.000000 0.000000 0.004327 0.012835 0.850303 0.132535
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000