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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_2006.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999482,0.000000,0.000000,0.000000,0.000000,0.000000,0.000518
AA,0.058823,0.940432,0.000000,0.000000,0.000000,0.000000,0.000744
A,0.000000,0.150416,0.848024,0.000000,0.000000,0.000000,0.001561
BBB,0.000000,0.000000,0.062869,0.879492,0.015717,0.031435,0.010487
BB,0.000000,0.000000,0.098072,0.196263,0.686743,0.000000,0.018922
B,0.000000,0.000000,0.000000,0.000000,0.000000,1.000000,0.000000
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 0.999482 0.000000 0.000000 0.000000 0.000000 0.000000 0.000518
3 AA 0.058823 0.940432 0.000000 0.000000 0.000000 0.000000 0.000744
4 A 0.000000 0.150416 0.848024 0.000000 0.000000 0.000000 0.001561
5 BBB 0.000000 0.000000 0.062869 0.879492 0.015717 0.031435 0.010487
6 BB 0.000000 0.000000 0.098072 0.196263 0.686743 0.000000 0.018922
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000