Dataframe: P1:cds -

Contents

Dataframe: `P1:cds` -#

Daily CDS spreads (5Y) used to compute CDS–bond basis.

DataFrame Glimpse#

Rows: 50298542
Columns: 7
$ date       <datetime[ns]> 2006-01-02 00:00:00
$ ticker              <str> 'T'
$ redcode             <str> '001AEC'
$ tenor               <str> '10Y'
$ currency            <str> 'USD'
$ docclause           <str> 'XR14'
$ cds_spread          <f64> 0.006852199737396506

Dataframe Manifest#

Dataframe Name
Dataframe ID	cds
Data Sources	Markit CDS
Data Providers	WRDS
Links to Providers
Topic Tags
Type of Data Access
How is data pulled?	Pulled via WRDS Markit CDS table
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/CDS.parquet

Linked Charts:

None

Pipeline Manifest#

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