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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_2011.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,0.000000,0.999244,0.000000,0.000000,0.000000,0.000000,0.000756
A,0.000000,0.099809,0.888652,0.000000,0.000000,0.009949,0.001589
BBB,0.000000,0.000000,0.066612,0.866659,0.033364,0.000000,0.033364
BB,0.000000,0.000000,0.000000,0.000000,0.888902,0.000000,0.111098
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.875038,0.124962
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 0.000000 0.999244 0.000000 0.000000 0.000000 0.000000 0.000756
4 A 0.000000 0.099809 0.888652 0.000000 0.000000 0.009949 0.001589
5 BBB 0.000000 0.000000 0.066612 0.866659 0.033364 0.000000 0.033364
6 BB 0.000000 0.000000 0.000000 0.000000 0.888902 0.000000 0.111098
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.875038 0.124962
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000