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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_2012.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,0.000000,0.989709,0.009574,0.000000,0.000000,0.000000,0.000717
A,0.000000,0.044609,0.884037,0.062474,0.000000,0.000000,0.008880
BBB,0.000000,0.000000,0.025686,0.871679,0.076949,0.000000,0.025686
BB,0.000000,0.000000,0.000000,0.000000,0.800030,0.000000,0.199970
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.749965,0.250035
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 0.000000 0.989709 0.009574 0.000000 0.000000 0.000000 0.000717
4 A 0.000000 0.044609 0.884037 0.062474 0.000000 0.000000 0.008880
5 BBB 0.000000 0.000000 0.025686 0.871679 0.076949 0.000000 0.025686
6 BB 0.000000 0.000000 0.000000 0.000000 0.800030 0.000000 0.199970
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.749965 0.250035
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000