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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_2012.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999491,0.000000,0.000000,0.000000,0.000000,0.000000,0.000509
AA,0.000000,0.999220,0.000000,0.000000,0.000000,0.000000,0.000780
A,0.000000,0.046608,0.895804,0.056033,0.000000,0.000000,0.001555
BBB,0.000000,0.000000,0.062549,0.812465,0.093711,0.000000,0.031275
BB,0.000000,0.000000,0.000000,0.000000,0.837904,0.139651,0.022445
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.666667,0.333333
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 0.999491 0.000000 0.000000 0.000000 0.000000 0.000000 0.000509
3 AA 0.000000 0.999220 0.000000 0.000000 0.000000 0.000000 0.000780
4 A 0.000000 0.046608 0.895804 0.056033 0.000000 0.000000 0.001555
5 BBB 0.000000 0.000000 0.062549 0.812465 0.093711 0.000000 0.031275
6 BB 0.000000 0.000000 0.000000 0.000000 0.837904 0.139651 0.022445
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.666667 0.333333
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000