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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_2013.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999475,0.000000,0.000000,0.000000,0.000000,0.000000,0.000525
AA,0.000000,0.958273,0.040989,0.000000,0.000000,0.000000,0.000738
A,0.000000,0.073284,0.870198,0.054963,0.000000,0.000000,0.001554
BBB,0.000000,0.000000,0.024413,0.780401,0.000000,0.146361,0.048825
BB,0.000000,0.000000,0.000000,0.000000,0.727283,0.227228,0.045489
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.857165,0.142835
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 0.999475 0.000000 0.000000 0.000000 0.000000 0.000000 0.000525
3 AA 0.000000 0.958273 0.040989 0.000000 0.000000 0.000000 0.000738
4 A 0.000000 0.073284 0.870198 0.054963 0.000000 0.000000 0.001554
5 BBB 0.000000 0.000000 0.024413 0.780401 0.000000 0.146361 0.048825
6 BB 0.000000 0.000000 0.000000 0.000000 0.727283 0.227228 0.045489
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.857165 0.142835
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000