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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_2001.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999393,0.000000,0.000000,0.000000,0.000000,0.000000,0.000607
AA,0.090793,0.817519,0.090793,0.000000,0.000000,0.000000,0.000895
A,0.000000,0.065087,0.911555,0.021696,0.000000,0.000000,0.001662
BBB,0.000000,0.000000,0.051241,0.871896,0.051241,0.012810,0.012810
BB,0.000000,0.000000,0.000000,0.075724,0.833355,0.030264,0.060657
B,0.000000,0.000000,0.000000,0.000000,0.181865,0.545423,0.272712
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 0.999393 0.000000 0.000000 0.000000 0.000000 0.000000 0.000607
3 AA 0.090793 0.817519 0.090793 0.000000 0.000000 0.000000 0.000895
4 A 0.000000 0.065087 0.911555 0.021696 0.000000 0.000000 0.001662
5 BBB 0.000000 0.000000 0.051241 0.871896 0.051241 0.012810 0.012810
6 BB 0.000000 0.000000 0.000000 0.075724 0.833355 0.030264 0.060657
7 B 0.000000 0.000000 0.000000 0.000000 0.181865 0.545423 0.272712
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000