feat: simulateur EUR/USD — canaux taux/ton séparés + saisie directe sliders

Modèle causal refactorisé en deux canaux distincts :
- Canal taux (solid) : variations taux directeurs → principalement 2Y (ancrage court terme)
- Canal ton/anticipations (tirets) : discours CB + surprises CPI/NFP → principalement 10Y (anticipations long terme)

Slider : clic sur la valeur affichée → input éditable (Enter/Blur pour valider, Escape pour annuler)

Backend : endpoint /api/simulator/baseline expose us_10y et eu_10y (yfinance ^TNX + GE10YT=RR)

SVG mis à jour : 4 nœuds de taux (2Y/10Y US+EU), 2 nœuds différentiels, flèches solides/tirets
Strip métrique : 6 cellules (US 2Y, US 10Y, Bund 2Y, Bund 10Y, Δ 2Y, Δ 10Y)
Décomposition : séparation "Δ 2Y — taux directeurs" / "Δ 10Y — anticipations/ton"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/routers/simulator.py

@@ -15,7 +15,9 @@ _FALLBACK = {
     "fed_rate":       4.25,
     "ecb_rate":       3.65,
     "us_2y":          4.50,
+    "us_10y":         4.30,
     "eu_2y":          2.80,
+    "eu_10y":         2.60,
     "eurusd":         1.1450,
     "vix":            18.0,
     "oil":            80.0,
@@ -79,10 +81,11 @@ def simulator_baseline():
                 result["oil"] = round(v, 1)
                 sources["oil"] = f"snapshot {snap_date}"
 
-            # us10y raw value is the yield in % → keep as reference
+            # US 10Y from gauge snapshot (yfinance will override if available)
             v = _gauge_val(gauges, "us10y")
             if v:
-                result["_us10y_gauge"] = round(v, 2)
+                result["us_10y"] = round(v, 2)
+                sources["us_10y"] = f"snapshot {snap_date}"
 
     except Exception as e:
         logger.debug(f"[simulator/baseline] gauge query: {e}")
@@ -135,8 +138,12 @@ def simulator_baseline():
             result["us_2y"] = round(tnx * 0.92, 2)  # rough proxy
             sources["us_2y"] = "yfinance ^TNX proxy"
 
+        # US 10Y (^TNX)
+        if tnx:
+            result["us_10y"] = round(tnx, 2)
+            sources["us_10y"] = "yfinance ^TNX"
+
         # Real yield: 10Y nominal minus 10Y breakeven inflation via TIPS
-        # ^TNX = 10Y nominal; ^FVX gives us a rough real yield proxy
         if tnx and "real_yield_us" not in sources:
             # TIPS yield approximation: nominal - 2.3% (rough breakeven)
             result["real_yield_us"] = round(tnx - 2.3, 2)
@@ -152,6 +159,16 @@ def simulator_baseline():
             result["eu_2y"] = round(result["ecb_rate"] + 0.15, 2)
             sources["eu_2y"] = "ECB rate +15bps approx"
 
+        # EU 10Y — German Bund 10Y
+        eu10y = _yf_last("GE10YT=RR")
+        if eu10y:
+            result["eu_10y"] = round(eu10y, 2)
+            sources["eu_10y"] = "yfinance GE10YT=RR"
+        else:
+            # Approximation: ECB rate + term premium ~200bps
+            result["eu_10y"] = round(result["ecb_rate"] + 2.0, 2)
+            sources["eu_10y"] = "ECB rate +200bps approx"
+
         # VIX — override gauge if not already set from DB
         if "vix" not in sources:
             v = _yf_last("^VIX")
@@ -170,7 +187,6 @@ def simulator_baseline():
         logger.debug(f"[simulator/baseline] yfinance block: {e}")
 
     # ── Cleanup & return ────────────────────────────────────────────────────
-    result.pop("_us10y_gauge", None)
     result["sources"]    = sources
     result["fetched_at"] = datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%SZ")
     return result