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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_2014.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.963804,0.035661,0.000000,0.000000,0.000000,0.000000,0.000535
AA,0.000000,0.932177,0.067099,0.000000,0.000000,0.000000,0.000724
A,0.000000,0.049476,0.901049,0.039623,0.000000,0.000000,0.009853
BBB,0.000000,0.000000,0.057122,0.771511,0.057122,0.085683,0.028561
BB,0.000000,0.000000,0.000000,0.000000,0.875014,0.041624,0.083361
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.928610,0.071390
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 0.963804 0.035661 0.000000 0.000000 0.000000 0.000000 0.000535
3 AA 0.000000 0.932177 0.067099 0.000000 0.000000 0.000000 0.000724
4 A 0.000000 0.049476 0.901049 0.039623 0.000000 0.000000 0.009853
5 BBB 0.000000 0.000000 0.057122 0.771511 0.057122 0.085683 0.028561
6 BB 0.000000 0.000000 0.000000 0.000000 0.875014 0.041624 0.083361
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.928610 0.071390
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000