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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_2001.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999389,0.000000,0.000000,0.000000,0.000000,0.000000,0.000611
AA,0.043445,0.912346,0.000000,0.043445,0.000000,0.000000,0.000764
A,0.000000,0.131342,0.840512,0.026293,0.000000,0.000000,0.001854
BBB,0.000000,0.000000,0.121857,0.785146,0.067726,0.013596,0.011675
BB,0.000000,0.000000,0.000000,0.017244,0.844808,0.068974,0.068974
B,0.000000,0.000000,0.000000,0.000000,0.222274,0.666667,0.111059
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 0.999389 0.000000 0.000000 0.000000 0.000000 0.000000 0.000611
3 AA 0.043445 0.912346 0.000000 0.043445 0.000000 0.000000 0.000764
4 A 0.000000 0.131342 0.840512 0.026293 0.000000 0.000000 0.001854
5 BBB 0.000000 0.000000 0.121857 0.785146 0.067726 0.013596 0.011675
6 BB 0.000000 0.000000 0.000000 0.017244 0.844808 0.068974 0.068974
7 B 0.000000 0.000000 0.000000 0.000000 0.222274 0.666667 0.111059
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000