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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_2023.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.969200,0.030800,0.000000,0.000000,0.000000,0.000000,0.000000
AA,0.012999,0.979776,0.006500,0.000000,0.000000,0.000000,0.000726
A,0.000000,0.000000,0.989762,0.000000,0.000000,0.008586,0.001653
BBB,0.000000,0.000000,0.054748,0.929532,0.000000,0.000000,0.015720
BB,0.000000,0.000000,0.000000,0.000000,0.878839,0.060580,0.060580
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.898453,0.101547
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 0.969200 0.030800 0.000000 0.000000 0.000000 0.000000 0.000000
3 AA 0.012999 0.979776 0.006500 0.000000 0.000000 0.000000 0.000726
4 A 0.000000 0.000000 0.989762 0.000000 0.000000 0.008586 0.001653
5 BBB 0.000000 0.000000 0.054748 0.929532 0.000000 0.000000 0.015720
6 BB 0.000000 0.000000 0.000000 0.000000 0.878839 0.060580 0.060580
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.898453 0.101547
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000