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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_2021.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999482,0.000000,0.000000,0.000000,0.000000,0.000000,0.000518
AA,0.000000,0.976750,0.022510,0.000000,0.000000,0.000000,0.000740
A,0.000000,0.019207,0.979135,0.000000,0.000000,0.000000,0.001658
BBB,0.000000,0.000000,0.082450,0.906468,0.000000,0.000000,0.011082
BB,0.000000,0.000000,0.000000,0.000000,0.812465,0.156261,0.031275
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.941209,0.058791
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 0.999482 0.000000 0.000000 0.000000 0.000000 0.000000 0.000518
3 AA 0.000000 0.976750 0.022510 0.000000 0.000000 0.000000 0.000740
4 A 0.000000 0.019207 0.979135 0.000000 0.000000 0.000000 0.001658
5 BBB 0.000000 0.000000 0.082450 0.906468 0.000000 0.000000 0.011082
6 BB 0.000000 0.000000 0.000000 0.000000 0.812465 0.156261 0.031275
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.941209 0.058791
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000