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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_2024.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.967296,0.032196,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.013441,0.985837,0.000000,0.000000,0.000000,0.000000,0.000722
A,0.000000,0.000000,0.987941,0.010266,0.000000,0.000000,0.001793
BBB,0.000000,0.000000,0.000000,0.986580,0.000000,0.000000,0.013420
BB,0.000000,0.000000,0.000000,0.000000,0.898573,0.081733,0.019695
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.799944,0.200056
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 0.967296 0.032196 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.013441 0.985837 0.000000 0.000000 0.000000 0.000000 0.000722
4 A 0.000000 0.000000 0.987941 0.010266 0.000000 0.000000 0.001793
5 BBB 0.000000 0.000000 0.000000 0.986580 0.000000 0.000000 0.013420
6 BB 0.000000 0.000000 0.000000 0.000000 0.898573 0.081733 0.019695
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.799944 0.200056
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000