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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_2018.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,0.000000,0.992013,0.007248,0.000000,0.000000,0.000000,0.000739
A,0.000000,0.031140,0.956755,0.010341,0.000000,0.000000,0.001765
BBB,0.000000,0.000000,0.070391,0.914601,0.000000,0.000000,0.015008
BB,0.000000,0.000000,0.000000,0.000000,0.979755,0.000000,0.020245
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.953302,0.046698
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 0.992013 0.007248 0.000000 0.000000 0.000000 0.000739
4 A 0.000000 0.031140 0.956755 0.010341 0.000000 0.000000 0.001765
5 BBB 0.000000 0.000000 0.070391 0.914601 0.000000 0.000000 0.015008
6 BB 0.000000 0.000000 0.000000 0.000000 0.979755 0.000000 0.020245
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.953302 0.046698
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000