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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_2022.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,0.000000,0.986203,0.013062,0.000000,0.000000,0.000000,0.000735
A,0.000000,0.026261,0.972083,0.000000,0.000000,0.000000,0.001657
BBB,0.000000,0.000000,0.098979,0.890922,0.000000,0.000000,0.010099
BB,0.000000,0.000000,0.000000,0.019210,0.924308,0.038531,0.017950
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.935107,0.064893
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 0.986203 0.013062 0.000000 0.000000 0.000000 0.000735
4 A 0.000000 0.026261 0.972083 0.000000 0.000000 0.000000 0.001657
5 BBB 0.000000 0.000000 0.098979 0.890922 0.000000 0.000000 0.010099
6 BB 0.000000 0.000000 0.000000 0.019210 0.924308 0.038531 0.017950
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.935107 0.064893
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000