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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_2006.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,0.027765,0.971434,0.000000,0.000000,0.000000,0.000000,0.000801
A,0.000000,0.153639,0.844746,0.000000,0.000000,0.000000,0.001614
BBB,0.000000,0.000000,0.151571,0.833333,0.000000,0.000000,0.015096
BB,0.000000,0.000000,0.000000,0.083300,0.750000,0.166700,0.000000
B,0.000000,0.000000,0.000000,0.000000,0.038241,0.918724,0.043035
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 0.027765 0.971434 0.000000 0.000000 0.000000 0.000000 0.000801
4 A 0.000000 0.153639 0.844746 0.000000 0.000000 0.000000 0.001614
5 BBB 0.000000 0.000000 0.151571 0.833333 0.000000 0.000000 0.015096
6 BB 0.000000 0.000000 0.000000 0.083300 0.750000 0.166700 0.000000
7 B 0.000000 0.000000 0.000000 0.000000 0.038241 0.918724 0.043035
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000