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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_2014.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999492,0.000000,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.938943,0.060299,0.000000,0.000000,0.000000,0.000758
A,0.000000,0.036379,0.918148,0.036379,0.000000,0.000000,0.009095
BBB,0.000000,0.000000,0.065907,0.725552,0.131929,0.065907,0.010705
BB,0.000000,0.000000,0.000000,0.000000,0.927875,0.054581,0.017545
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.936210,0.063790
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 0.999492 0.000000 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.938943 0.060299 0.000000 0.000000 0.000000 0.000758
4 A 0.000000 0.036379 0.918148 0.036379 0.000000 0.000000 0.009095
5 BBB 0.000000 0.000000 0.065907 0.725552 0.131929 0.065907 0.010705
6 BB 0.000000 0.000000 0.000000 0.000000 0.927875 0.054581 0.017545
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.936210 0.063790
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000