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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_2000.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,0.043445,0.912346,0.043445,0.000000,0.000000,0.000000,0.000764
A,0.000000,0.156637,0.763344,0.058753,0.019621,0.000000,0.001646
BBB,0.000000,0.000000,0.056194,0.866145,0.067541,0.000000,0.010120
BB,0.000000,0.000000,0.000000,0.112645,0.816860,0.042272,0.028222
B,0.000000,0.000000,0.000000,0.000000,0.155851,0.779255,0.064893
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 0.043445 0.912346 0.043445 0.000000 0.000000 0.000000 0.000764
4 A 0.000000 0.156637 0.763344 0.058753 0.019621 0.000000 0.001646
5 BBB 0.000000 0.000000 0.056194 0.866145 0.067541 0.000000 0.010120
6 BB 0.000000 0.000000 0.000000 0.112645 0.816860 0.042272 0.028222
7 B 0.000000 0.000000 0.000000 0.000000 0.155851 0.779255 0.064893
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000