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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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data/real_v2/NICE_1998.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
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AA,0.000000,1.000000,0.000000,0.000000,0.000000,0.000000,0.000000
A,0.000000,0.000000,0.499188,0.499188,0.000000,0.000000,0.001624
BBB,0.000000,0.000000,0.000000,0.586115,0.293058,0.109955,0.010872
BB,0.000000,0.000000,0.000000,0.050023,0.750000,0.149954,0.050023
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.583360,0.416640
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 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000
4 A 0.000000 0.000000 0.499188 0.499188 0.000000 0.000000 0.001624
5 BBB 0.000000 0.000000 0.000000 0.586115 0.293058 0.109955 0.010872
6 BB 0.000000 0.000000 0.000000 0.050023 0.750000 0.149954 0.050023
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.583360 0.416640
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000