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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_2011.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999490,0.000000,0.000000,0.000000,0.000000,0.000000,0.000510
AA,0.000000,0.999261,0.000000,0.000000,0.000000,0.000000,0.000739
A,0.000000,0.069179,0.919290,0.000000,0.000000,0.009928,0.001603
BBB,0.000000,0.000000,0.054054,0.891892,0.027027,0.000000,0.027027
BB,0.000000,0.000000,0.000000,0.000000,0.973912,0.000000,0.026088
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.875014,0.124986
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 0.999490 0.000000 0.000000 0.000000 0.000000 0.000000 0.000510
3 AA 0.000000 0.999261 0.000000 0.000000 0.000000 0.000000 0.000739
4 A 0.000000 0.069179 0.919290 0.000000 0.000000 0.009928 0.001603
5 BBB 0.000000 0.000000 0.054054 0.891892 0.027027 0.000000 0.027027
6 BB 0.000000 0.000000 0.000000 0.000000 0.973912 0.000000 0.026088
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.875014 0.124986
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000