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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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8
data/real_v2/NICE_2003.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999395,0.000000,0.000000,0.000000,0.000000,0.000000,0.000605
AA,0.095124,0.856454,0.047619,0.000000,0.000000,0.000000,0.000803
A,0.000000,0.057622,0.863899,0.057622,0.000000,0.019243,0.001614
BBB,0.000000,0.000000,0.094228,0.894996,0.000000,0.000000,0.010776
BB,0.000000,0.000000,0.000000,0.057169,0.799974,0.057169,0.085688
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.916667,0.083333
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 0.999395 0.000000 0.000000 0.000000 0.000000 0.000000 0.000605
3 AA 0.095124 0.856454 0.047619 0.000000 0.000000 0.000000 0.000803
4 A 0.000000 0.057622 0.863899 0.057622 0.000000 0.019243 0.001614
5 BBB 0.000000 0.000000 0.094228 0.894996 0.000000 0.000000 0.010776
6 BB 0.000000 0.000000 0.000000 0.057169 0.799974 0.057169 0.085688
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.916667 0.083333
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000