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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_2020.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999491,0.000000,0.000000,0.000000,0.000000,0.000000,0.000509
AA,0.000000,0.983218,0.016000,0.000000,0.000000,0.000000,0.000782
A,0.000000,0.027453,0.943470,0.027453,0.000000,0.000000,0.001623
BBB,0.000000,0.000000,0.000000,0.944155,0.045004,0.000000,0.010841
BB,0.000000,0.000000,0.000000,0.000000,0.982112,0.000000,0.017888
B,0.000000,0.000000,0.000000,0.000000,0.000000,1.000000,0.000000
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 0.999491 0.000000 0.000000 0.000000 0.000000 0.000000 0.000509
3 AA 0.000000 0.983218 0.016000 0.000000 0.000000 0.000000 0.000782
4 A 0.000000 0.027453 0.943470 0.027453 0.000000 0.000000 0.001623
5 BBB 0.000000 0.000000 0.000000 0.944155 0.045004 0.000000 0.010841
6 BB 0.000000 0.000000 0.000000 0.000000 0.982112 0.000000 0.017888
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000