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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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data/real_v2/SCI_1999.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,0.000000,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000
A,0.000000,0.084987,0.700882,0.127423,0.000000,0.084987,0.001722
BBB,0.000000,0.000000,0.067013,0.804742,0.050348,0.067013,0.010884
BB,0.000000,0.000000,0.000000,0.122427,0.815744,0.040852,0.020977
B,0.000000,0.000000,0.000000,0.000000,0.199946,0.700014,0.100041
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000
4 A 0.000000 0.084987 0.700882 0.127423 0.000000 0.084987 0.001722
5 BBB 0.000000 0.000000 0.067013 0.804742 0.050348 0.067013 0.010884
6 BB 0.000000 0.000000 0.000000 0.122427 0.815744 0.040852 0.020977
7 B 0.000000 0.000000 0.000000 0.000000 0.199946 0.700014 0.100041
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000