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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_2002.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,0.107091,0.678059,0.214072,0.000000,0.000000,0.000000,0.000778
A,0.000000,0.117393,0.841733,0.039169,0.000000,0.000000,0.001705
BBB,0.000000,0.000000,0.051019,0.901142,0.033963,0.000000,0.013876
BB,0.000000,0.000000,0.000000,0.081633,0.734694,0.142857,0.040816
B,0.000000,0.000000,0.000000,0.000000,0.125000,0.625000,0.250000
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 0.107091 0.678059 0.214072 0.000000 0.000000 0.000000 0.000778
4 A 0.000000 0.117393 0.841733 0.039169 0.000000 0.000000 0.001705
5 BBB 0.000000 0.000000 0.051019 0.901142 0.033963 0.000000 0.013876
6 BB 0.000000 0.000000 0.000000 0.081633 0.734694 0.142857 0.040816
7 B 0.000000 0.000000 0.000000 0.000000 0.125000 0.625000 0.250000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000