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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_2019.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999492,0.000000,0.000000,0.000000,0.000000,0.000000,0.000508
AA,0.000000,0.984552,0.014709,0.000000,0.000000,0.000000,0.000739
A,0.000000,0.028509,0.950893,0.018970,0.000000,0.000000,0.001628
BBB,0.000000,0.000000,0.076055,0.912659,0.000000,0.000000,0.011286
BB,0.000000,0.000000,0.000000,0.000000,0.750071,0.166619,0.083310
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.789493,0.210507
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 0.999492 0.000000 0.000000 0.000000 0.000000 0.000000 0.000508
3 AA 0.000000 0.984552 0.014709 0.000000 0.000000 0.000000 0.000739
4 A 0.000000 0.028509 0.950893 0.018970 0.000000 0.000000 0.001628
5 BBB 0.000000 0.000000 0.076055 0.912659 0.000000 0.000000 0.011286
6 BB 0.000000 0.000000 0.000000 0.000000 0.750071 0.166619 0.083310
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.789493 0.210507
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000