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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_2025.csv Normal file
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@@ -0,0 +1,8 @@
,AAA,AA,A,BBB,BB,B,D
AAA,0.999493,0.000000,0.000000,0.000000,0.000000,0.000000,0.000507
AA,0.000000,0.972295,0.026964,0.000000,0.000000,0.000000,0.000741
A,0.000000,0.009757,0.968974,0.019623,0.000000,0.000000,0.001646
BBB,0.000000,0.000000,0.000000,0.988540,0.000000,0.000000,0.011460
BB,0.000000,0.000000,0.000000,0.000000,0.971380,0.000000,0.028620
B,0.000000,0.000000,0.000000,0.000000,0.166667,0.500000,0.333333
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 0.999493 0.000000 0.000000 0.000000 0.000000 0.000000 0.000507
3 AA 0.000000 0.972295 0.026964 0.000000 0.000000 0.000000 0.000741
4 A 0.000000 0.009757 0.968974 0.019623 0.000000 0.000000 0.001646
5 BBB 0.000000 0.000000 0.000000 0.988540 0.000000 0.000000 0.011460
6 BB 0.000000 0.000000 0.000000 0.000000 0.971380 0.000000 0.028620
7 B 0.000000 0.000000 0.000000 0.000000 0.166667 0.500000 0.333333
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000