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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_2019.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.982100,0.017900,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.000000,0.991526,0.007700,0.000000,0.000000,0.000000,0.000774
A,0.000000,0.021036,0.966711,0.010518,0.000000,0.000000,0.001736
BBB,0.000000,0.000000,0.047099,0.894882,0.047099,0.000000,0.010920
BB,0.000000,0.000000,0.000000,0.000000,0.888902,0.000000,0.111098
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.900036,0.099964
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 0.982100 0.017900 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.000000 0.991526 0.007700 0.000000 0.000000 0.000000 0.000774
4 A 0.000000 0.021036 0.966711 0.010518 0.000000 0.000000 0.001736
5 BBB 0.000000 0.000000 0.047099 0.894882 0.047099 0.000000 0.010920
6 BB 0.000000 0.000000 0.000000 0.000000 0.888902 0.000000 0.111098
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.900036 0.099964
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000