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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_2015.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999451,0.000000,0.000000,0.000000,0.000000,0.000000,0.000549
AA,0.000000,0.969166,0.030083,0.000000,0.000000,0.000000,0.000751
A,0.000000,0.052571,0.872178,0.052571,0.020960,0.000000,0.001720
BBB,0.000000,0.000000,0.000000,0.847407,0.070566,0.070566,0.011461
BB,0.000000,0.000000,0.000000,0.000000,0.909117,0.000000,0.090883
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.750000,0.250000
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 0.999451 0.000000 0.000000 0.000000 0.000000 0.000000 0.000549
3 AA 0.000000 0.969166 0.030083 0.000000 0.000000 0.000000 0.000751
4 A 0.000000 0.052571 0.872178 0.052571 0.020960 0.000000 0.001720
5 BBB 0.000000 0.000000 0.000000 0.847407 0.070566 0.070566 0.011461
6 BB 0.000000 0.000000 0.000000 0.000000 0.909117 0.000000 0.090883
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.750000 0.250000
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000