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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_2018.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,0.000000,0.991147,0.008064,0.000000,0.000000,0.000000,0.000788
A,0.000000,0.032595,0.954692,0.010823,0.000000,0.000000,0.001890
BBB,0.000000,0.000000,0.051823,0.933744,0.000000,0.000000,0.014433
BB,0.000000,0.000000,0.000000,0.108559,0.868752,0.000000,0.022689
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.947403,0.052597
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 0.000000 0.991147 0.008064 0.000000 0.000000 0.000000 0.000788
4 A 0.000000 0.032595 0.954692 0.010823 0.000000 0.000000 0.001890
5 BBB 0.000000 0.000000 0.051823 0.933744 0.000000 0.000000 0.014433
6 BB 0.000000 0.000000 0.000000 0.108559 0.868752 0.000000 0.022689
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.947403 0.052597
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000