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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_2024.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.999493,0.000000,0.000000,0.000000,0.000000,0.000000,0.000507
AA,0.000000,0.992788,0.006477,0.000000,0.000000,0.000000,0.000735
A,0.000000,0.008569,0.981169,0.008569,0.000000,0.000000,0.001693
BBB,0.000000,0.000000,0.000000,0.988389,0.000000,0.000000,0.011611
BB,0.000000,0.000000,0.000000,0.056153,0.870101,0.056153,0.017593
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.900026,0.099974
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 0.999493 0.000000 0.000000 0.000000 0.000000 0.000000 0.000507
3 AA 0.000000 0.992788 0.006477 0.000000 0.000000 0.000000 0.000735
4 A 0.000000 0.008569 0.981169 0.008569 0.000000 0.000000 0.001693
5 BBB 0.000000 0.000000 0.000000 0.988389 0.000000 0.000000 0.011611
6 BB 0.000000 0.000000 0.000000 0.056153 0.870101 0.056153 0.017593
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.900026 0.099974
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000