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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_2009.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999489,0.000000,0.000000,0.000000,0.000000,0.000000,0.000511
AA,0.028946,0.970280,0.000000,0.000000,0.000000,0.000000,0.000774
A,0.000000,0.112188,0.863821,0.022458,0.000000,0.000000,0.001533
BBB,0.000000,0.000000,0.106754,0.827736,0.000000,0.053377,0.012133
BB,0.000000,0.000000,0.000000,0.000000,0.749954,0.083410,0.166636
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.857143,0.142857
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 0.999489 0.000000 0.000000 0.000000 0.000000 0.000000 0.000511
3 AA 0.028946 0.970280 0.000000 0.000000 0.000000 0.000000 0.000774
4 A 0.000000 0.112188 0.863821 0.022458 0.000000 0.000000 0.001533
5 BBB 0.000000 0.000000 0.106754 0.827736 0.000000 0.053377 0.012133
6 BB 0.000000 0.000000 0.000000 0.000000 0.749954 0.083410 0.166636
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.857143 0.142857
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000