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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_2022.csv Normal file
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@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999474,0.000000,0.000000,0.000000,0.000000,0.000000,0.000526
AA,0.000000,0.999259,0.000000,0.000000,0.000000,0.000000,0.000741
A,0.000000,0.027484,0.970810,0.000000,0.000000,0.000000,0.001705
BBB,0.000000,0.000000,0.000000,0.988048,0.000000,0.000000,0.011952
BB,0.000000,0.000000,0.000000,0.000000,0.961500,0.038500,0.000000
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.938590,0.061410
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 0.999474 0.000000 0.000000 0.000000 0.000000 0.000000 0.000526
3 AA 0.000000 0.999259 0.000000 0.000000 0.000000 0.000000 0.000741
4 A 0.000000 0.027484 0.970810 0.000000 0.000000 0.000000 0.001705
5 BBB 0.000000 0.000000 0.000000 0.988048 0.000000 0.000000 0.011952
6 BB 0.000000 0.000000 0.000000 0.000000 0.961500 0.038500 0.000000
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.938590 0.061410
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000