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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_2017.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,0.007468,0.991792,0.000000,0.000000,0.000000,0.000000,0.000740
A,0.000000,0.009504,0.941275,0.047522,0.000000,0.000000,0.001699
BBB,0.000000,0.000000,0.065762,0.920217,0.000000,0.000000,0.014021
BB,0.000000,0.000000,0.000000,0.000000,0.905633,0.069735,0.024633
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.944474,0.055526
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 0.007468 0.991792 0.000000 0.000000 0.000000 0.000000 0.000740
4 A 0.000000 0.009504 0.941275 0.047522 0.000000 0.000000 0.001699
5 BBB 0.000000 0.000000 0.065762 0.920217 0.000000 0.000000 0.014021
6 BB 0.000000 0.000000 0.000000 0.000000 0.905633 0.069735 0.024633
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.944474 0.055526
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000