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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_2008.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.953813,0.045404,0.000000,0.000000,0.000000,0.000783
A,0.000000,0.013881,0.929096,0.055419,0.000000,0.000000,0.001603
BBB,0.000000,0.000000,0.078416,0.764622,0.137293,0.000000,0.019669
BB,0.000000,0.000000,0.000000,0.000000,0.733349,0.133325,0.133325
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.931071,0.068929
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.953813 0.045404 0.000000 0.000000 0.000000 0.000783
4 A 0.000000 0.013881 0.929096 0.055419 0.000000 0.000000 0.001603
5 BBB 0.000000 0.000000 0.078416 0.764622 0.137293 0.000000 0.019669
6 BB 0.000000 0.000000 0.000000 0.000000 0.733349 0.133325 0.133325
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.931071 0.068929
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000