Chart: Figure 1 (Extended): CDS–Bond Basis

Chart: Figure 1 (Extended): CDS–Bond Basis#

Same as Figure 1 but extended through END_DATE.

Sources: Constructed: CDS–bond basis

Extension of Figure 1 through end date.

Chart Name	Figure 1 (Extended): CDS–Bond Basis
Chart ID	figure1_extension
Topic Tags	Cds, Basis
Data Series Start Date
Data Frequency	daily
Observation Period	2006-07-01 to 2022-03-31
Lag in Data Release	unknown
Data Release Timing	historical
Seasonal Adjustment
Units	basis points
HTML Chart	HTML

Dataframe Name
Dataframe ID	basis
Data Sources	Constructed: CDS–bond basis
Data Providers	Internal
Links to Providers
Topic Tags
Type of Data Access
How is data pulled?	Built by src/calc_basis.py
Data available up to (min)
Data available up to (max)
Dataframe Path	/Users/kebo/Downloads/MS FinMath/Courses/Full Stack/p13_Bai_Collin-Dufresne_2019/_data/basis.parquet

Linked Charts:

Pipeline Name	p13_Bai_Collin-Dufresne_2019
Pipeline ID	P1
Lead Pipeline Developer	Nicholas Kebo & Lucie Martin
Contributors	Nicholas Kebo & Lucie Martin
Git Repo URL
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-03-11 13:30:24
OS Compatibility
Linked Dataframes	P1:bond_prices P1:cds P1:ratings P1:matched_bond_cds P1:pecds P1:basis