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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_2005.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999480,0.000000,0.000000,0.000000,0.000000,0.000000,0.000520
AA,0.000000,0.999209,0.000000,0.000000,0.000000,0.000000,0.000791
A,0.000000,0.064451,0.917678,0.016083,0.000000,0.000000,0.001789
BBB,0.000000,0.000000,0.151006,0.838726,0.000000,0.000000,0.010267
BB,0.000000,0.000000,0.000000,0.215280,0.753577,0.000000,0.031143
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.902313,0.097687
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 0.999480 0.000000 0.000000 0.000000 0.000000 0.000000 0.000520
3 AA 0.000000 0.999209 0.000000 0.000000 0.000000 0.000000 0.000791
4 A 0.000000 0.064451 0.917678 0.016083 0.000000 0.000000 0.001789
5 BBB 0.000000 0.000000 0.151006 0.838726 0.000000 0.000000 0.010267
6 BB 0.000000 0.000000 0.000000 0.215280 0.753577 0.000000 0.031143
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.902313 0.097687
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000