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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_2010.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999490,0.000000,0.000000,0.000000,0.000000,0.000000,0.000510
AA,0.012308,0.986946,0.000000,0.000000,0.000000,0.000000,0.000747
A,0.000000,0.075845,0.922485,0.000000,0.000000,0.000000,0.001670
BBB,0.000000,0.000000,0.123567,0.741405,0.000000,0.123567,0.011460
BB,0.000000,0.000000,0.000000,0.111081,0.666756,0.111081,0.111081
B,0.000000,0.000000,0.000000,0.000000,0.039951,0.680042,0.280007
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 0.999490 0.000000 0.000000 0.000000 0.000000 0.000000 0.000510
3 AA 0.012308 0.986946 0.000000 0.000000 0.000000 0.000000 0.000747
4 A 0.000000 0.075845 0.922485 0.000000 0.000000 0.000000 0.001670
5 BBB 0.000000 0.000000 0.123567 0.741405 0.000000 0.123567 0.011460
6 BB 0.000000 0.000000 0.000000 0.111081 0.666756 0.111081 0.111081
7 B 0.000000 0.000000 0.000000 0.000000 0.039951 0.680042 0.280007
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000