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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_2007.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999485,0.000000,0.000000,0.000000,0.000000,0.000000,0.000515
AA,0.000000,0.952749,0.046499,0.000000,0.000000,0.000000,0.000752
A,0.000000,0.017818,0.962544,0.017818,0.000000,0.000000,0.001820
BBB,0.000000,0.000000,0.134950,0.824793,0.029964,0.000000,0.010293
BB,0.000000,0.000000,0.000000,0.000000,0.832323,0.138690,0.028986
B,0.000000,0.000000,0.061724,0.000000,0.000000,0.863781,0.074495
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 0.999485 0.000000 0.000000 0.000000 0.000000 0.000000 0.000515
3 AA 0.000000 0.952749 0.046499 0.000000 0.000000 0.000000 0.000752
4 A 0.000000 0.017818 0.962544 0.017818 0.000000 0.000000 0.001820
5 BBB 0.000000 0.000000 0.134950 0.824793 0.029964 0.000000 0.010293
6 BB 0.000000 0.000000 0.000000 0.000000 0.832323 0.138690 0.028986
7 B 0.000000 0.000000 0.061724 0.000000 0.000000 0.863781 0.074495
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000