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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_2025.csv Normal file
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,AAA,AA,A,BBB,BB,B,D
AAA,0.995984,0.003502,0.000000,0.000000,0.000000,0.000000,0.000515
AA,0.007282,0.971292,0.020684,0.000000,0.000000,0.000000,0.000742
A,0.000000,0.000000,0.989378,0.008961,0.000000,0.000000,0.001661
BBB,0.000000,0.000000,0.094322,0.895623,0.000000,0.000000,0.010055
BB,0.000000,0.000000,0.000000,0.000000,0.835008,0.145154,0.019838
B,0.000000,0.000000,0.000000,0.000000,0.000000,0.936628,0.063372
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 0.995984 0.003502 0.000000 0.000000 0.000000 0.000000 0.000515
3 AA 0.007282 0.971292 0.020684 0.000000 0.000000 0.000000 0.000742
4 A 0.000000 0.000000 0.989378 0.008961 0.000000 0.000000 0.001661
5 BBB 0.000000 0.000000 0.094322 0.895623 0.000000 0.000000 0.010055
6 BB 0.000000 0.000000 0.000000 0.000000 0.835008 0.145154 0.019838
7 B 0.000000 0.000000 0.000000 0.000000 0.000000 0.936628 0.063372
8 D 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000