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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/SCI_1998.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.285700,0.571400,0.142900,0.000000,0.000000,0.000000
A,0.000000,0.000000,0.540767,0.457546,0.000000,0.000000,0.001686
BBB,0.000000,0.000000,0.000000,0.714101,0.219705,0.054987,0.011208
BB,0.000000,0.000000,0.000000,0.047639,0.333333,0.380972,0.238056
B,0.000000,0.000000,0.000000,0.000000,0.133325,0.600024,0.266651
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.285700 0.571400 0.142900 0.000000 0.000000 0.000000
4 A 0.000000 0.000000 0.540767 0.457546 0.000000 0.000000 0.001686
5 BBB 0.000000 0.000000 0.000000 0.714101 0.219705 0.054987 0.011208
6 BB 0.000000 0.000000 0.000000 0.047639 0.333333 0.380972 0.238056
7 B 0.000000 0.000000 0.000000 0.000000 0.133325 0.600024 0.266651
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000