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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_2023.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,0.000000,0.992478,0.006766,0.000000,0.000000,0.000000,0.000756
A,0.000000,0.000000,0.979219,0.009547,0.000000,0.009547,0.001687
BBB,0.000000,0.000000,0.098854,0.889686,0.000000,0.000000,0.011460
BB,0.000000,0.000000,0.000000,0.000000,0.894255,0.074602,0.031143
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.913098,0.086902
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 0.992478 0.006766 0.000000 0.000000 0.000000 0.000756
4 A 0.000000 0.000000 0.979219 0.009547 0.000000 0.009547 0.001687
5 BBB 0.000000 0.000000 0.098854 0.889686 0.000000 0.000000 0.011460
6 BB 0.000000 0.000000 0.000000 0.000000 0.894255 0.074602 0.031143
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.913098 0.086902
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000