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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_2015.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.980998,0.018465,0.000000,0.000000,0.000000,0.000000,0.000537
AA,0.000000,0.921189,0.078081,0.000000,0.000000,0.000000,0.000731
A,0.000000,0.036987,0.896593,0.046234,0.018493,0.000000,0.001693
BBB,0.000000,0.000000,0.000000,0.846730,0.047019,0.094037,0.012215
BB,0.000000,0.000000,0.000000,0.000000,0.800000,0.066667,0.133333
B,0.000000,0.000000,0.000000,0.000000,0.100072,0.799856,0.100072
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 0.980998 0.018465 0.000000 0.000000 0.000000 0.000000 0.000537
3 AA 0.000000 0.921189 0.078081 0.000000 0.000000 0.000000 0.000731
4 A 0.000000 0.036987 0.896593 0.046234 0.018493 0.000000 0.001693
5 BBB 0.000000 0.000000 0.000000 0.846730 0.047019 0.094037 0.012215
6 BB 0.000000 0.000000 0.000000 0.000000 0.800000 0.066667 0.133333
7 B 0.000000 0.000000 0.000000 0.000000 0.100072 0.799856 0.100072
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000