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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_2009.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999476,0.000000,0.000000,0.000000,0.000000,0.000000,0.000524
AA,0.000000,0.999272,0.000000,0.000000,0.000000,0.000000,0.000728
A,0.000000,0.098590,0.887521,0.012297,0.000000,0.000000,0.001592
BBB,0.000000,0.000000,0.053450,0.854553,0.000000,0.080110,0.011888
BB,0.000000,0.000000,0.000000,0.000000,0.533294,0.333382,0.133324
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.878767,0.121233
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 0.999476 0.000000 0.000000 0.000000 0.000000 0.000000 0.000524
3 AA 0.000000 0.999272 0.000000 0.000000 0.000000 0.000000 0.000728
4 A 0.000000 0.098590 0.887521 0.012297 0.000000 0.000000 0.001592
5 BBB 0.000000 0.000000 0.053450 0.854553 0.000000 0.080110 0.011888
6 BB 0.000000 0.000000 0.000000 0.000000 0.533294 0.333382 0.133324
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.878767 0.121233
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000