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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_2004.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,0.000000,0.101484,0.862960,0.033828,0.000000,0.000000,0.001728
BBB,0.000000,0.000000,0.097292,0.875387,0.016195,0.000000,0.011126
BB,0.000000,0.000000,0.000000,0.142804,0.642897,0.000000,0.214299
B,0.000000,0.000000,0.000000,0.076959,0.076959,0.692281,0.153802
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 0.101484 0.862960 0.033828 0.000000 0.000000 0.001728
5 BBB 0.000000 0.000000 0.097292 0.875387 0.016195 0.000000 0.011126
6 BB 0.000000 0.000000 0.000000 0.142804 0.642897 0.000000 0.214299
7 B 0.000000 0.000000 0.000000 0.076959 0.076959 0.692281 0.153802
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000