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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_2003.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999475,0.000000,0.000000,0.000000,0.000000,0.000000,0.000525
AA,0.033304,0.866011,0.099912,0.000000,0.000000,0.000000,0.000773
A,0.000000,0.000000,0.925339,0.048691,0.000000,0.024398,0.001572
BBB,0.000000,0.000000,0.085177,0.869320,0.034120,0.000000,0.011383
BB,0.000000,0.000000,0.000000,0.057120,0.800000,0.114240,0.028640
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.900000,0.100000
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 0.999475 0.000000 0.000000 0.000000 0.000000 0.000000 0.000525
3 AA 0.033304 0.866011 0.099912 0.000000 0.000000 0.000000 0.000773
4 A 0.000000 0.000000 0.925339 0.048691 0.000000 0.024398 0.001572
5 BBB 0.000000 0.000000 0.085177 0.869320 0.034120 0.000000 0.011383
6 BB 0.000000 0.000000 0.000000 0.057120 0.800000 0.114240 0.028640
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.900000 0.100000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000