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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_1999.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999459,0.000000,0.000000,0.000000,0.000000,0.000000,0.000541
AA,0.000000,0.999250,0.000000,0.000000,0.000000,0.000000,0.000750
A,0.000000,0.021696,0.803076,0.086783,0.000000,0.086783,0.001662
BBB,0.000000,0.000000,0.078530,0.722364,0.094236,0.094236,0.010632
BB,0.000000,0.000000,0.000000,0.100606,0.804968,0.075425,0.019001
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.749963,0.250037
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 0.999459 0.000000 0.000000 0.000000 0.000000 0.000000 0.000541
3 AA 0.000000 0.999250 0.000000 0.000000 0.000000 0.000000 0.000750
4 A 0.000000 0.021696 0.803076 0.086783 0.000000 0.086783 0.001662
5 BBB 0.000000 0.000000 0.078530 0.722364 0.094236 0.094236 0.010632
6 BB 0.000000 0.000000 0.000000 0.100606 0.804968 0.075425 0.019001
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.749963 0.250037
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000