Dataframe: P1:bond_prices -#
Bond prices/yields used to proxy PECDS and match to CDS.
DataFrame Glimpse#
Rows: 3682819
Columns: 12
$ date <datetime[ns]> 2006-07-31 00:00:00
$ issue_id <f64> 5.0
$ cusip <str> '00077TAA2'
$ company_symbol <str> 'ABN'
$ bond_type <str> 'CDEB'
$ conv <f64> 0.0
$ coupon <f64> 7.75
$ maturity <datetime[ns]> 2023-05-15 00:00:00
$ tmt <f64> 17.033333333333335
$ price_eom <f64> 122.712
$ yield <f64> 0.05636203487156202
$ rating_class <str> '0.IG'
Dataframe Manifest#
Dataframe Name |
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|---|---|
Dataframe ID |
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Data Sources |
WRDS Bond Returns |
Data Providers |
WRDS |
Links to Providers |
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Topic Tags |
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Type of Data Access |
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How is data pulled? |
Pulled via WRDS from Bond Returns (monthly) |
Data available up to (min) |
N/A (large file) |
Data available up to (max) |
N/A (large file) |
Dataframe Path |
/Users/kebo/Downloads/MS FinMath/Courses/Full Stack/p13_Bai_Collin-Dufresne_2019/_data/bond_prices.parquet |
Linked Charts:
None
Pipeline Manifest#
Pipeline Name |
p13_Bai_Collin-Dufresne_2019 |
|---|---|
Pipeline ID |
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Lead Pipeline Developer |
Nicholas Kebo & Lucie Martin |
Contributors |
Nicholas Kebo & Lucie Martin |
Git Repo URL |
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Pipeline Web Page |
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Date of Last Code Update |
2026-03-11 13:30:24 |
OS Compatibility |
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Linked Dataframes |
P1:bond_prices |