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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_2013.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,0.009146,0.980960,0.009146,0.000000,0.000000,0.000000,0.000748
A,0.000000,0.062991,0.899461,0.035995,0.000000,0.000000,0.001553
BBB,0.000000,0.000000,0.029368,0.853046,0.000000,0.088218,0.029368
BB,0.000000,0.000000,0.000000,0.058824,0.470588,0.352941,0.117647
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.930282,0.069718
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 0.009146 0.980960 0.009146 0.000000 0.000000 0.000000 0.000748
4 A 0.000000 0.062991 0.899461 0.035995 0.000000 0.000000 0.001553
5 BBB 0.000000 0.000000 0.029368 0.853046 0.000000 0.088218 0.029368
6 BB 0.000000 0.000000 0.000000 0.058824 0.470588 0.352941 0.117647
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.930282 0.069718
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000