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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_2005.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999445,0.000000,0.000000,0.000000,0.000000,0.000000,0.000555
AA,0.035680,0.927810,0.035680,0.000000,0.000000,0.000000,0.000829
A,0.000000,0.083166,0.915060,0.000000,0.000000,0.000000,0.001774
BBB,0.000000,0.000000,0.082449,0.907477,0.000000,0.000000,0.010075
BB,0.000000,0.000000,0.000000,0.150487,0.827744,0.000000,0.021770
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.851877,0.148123
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 0.999445 0.000000 0.000000 0.000000 0.000000 0.000000 0.000555
3 AA 0.035680 0.927810 0.035680 0.000000 0.000000 0.000000 0.000829
4 A 0.000000 0.083166 0.915060 0.000000 0.000000 0.000000 0.001774
5 BBB 0.000000 0.000000 0.082449 0.907477 0.000000 0.000000 0.010075
6 BB 0.000000 0.000000 0.000000 0.150487 0.827744 0.000000 0.021770
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.851877 0.148123
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000