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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_2002.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999467,0.000000,0.000000,0.000000,0.000000,0.000000,0.000533
AA,0.038485,0.960650,0.000000,0.000000,0.000000,0.000000,0.000865
A,0.000000,0.124805,0.873396,0.000000,0.000000,0.000000,0.001799
BBB,0.000000,0.000000,0.034049,0.903182,0.051074,0.000000,0.011696
BB,0.000000,0.000000,0.000000,0.087637,0.719335,0.122821,0.070207
B,0.000000,0.000000,0.000000,0.000000,0.117606,0.705916,0.176479
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 0.999467 0.000000 0.000000 0.000000 0.000000 0.000000 0.000533
3 AA 0.038485 0.960650 0.000000 0.000000 0.000000 0.000000 0.000865
4 A 0.000000 0.124805 0.873396 0.000000 0.000000 0.000000 0.001799
5 BBB 0.000000 0.000000 0.034049 0.903182 0.051074 0.000000 0.011696
6 BB 0.000000 0.000000 0.000000 0.087637 0.719335 0.122821 0.070207
7 B 0.000000 0.000000 0.000000 0.000000 0.117606 0.705916 0.176479
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000