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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_2021.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,0.000000,0.978366,0.020916,0.000000,0.000000,0.000000,0.000718
A,0.000000,0.019621,0.978733,0.000000,0.000000,0.000000,0.001646
BBB,0.000000,0.000000,0.000000,0.989231,0.000000,0.000000,0.010769
BB,0.000000,0.000000,0.000000,0.000000,0.915777,0.067869,0.016354
B,0.000000,0.000000,0.000000,0.000000,0.047737,0.906569,0.045694
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 0.978366 0.020916 0.000000 0.000000 0.000000 0.000718
4 A 0.000000 0.019621 0.978733 0.000000 0.000000 0.000000 0.001646
5 BBB 0.000000 0.000000 0.000000 0.989231 0.000000 0.000000 0.010769
6 BB 0.000000 0.000000 0.000000 0.000000 0.915777 0.067869 0.016354
7 B 0.000000 0.000000 0.000000 0.000000 0.047737 0.906569 0.045694
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000