Dataframe: P1:ratings -

Bond ratings data used to tag IG vs HY.

DataFrame Glimpse

Rows: 4388968
Columns: 7
$ issue_id                   <f64> 1221179.0
$ rating_type                <str> 'SPR'
$ rating_date       <datetime[ns]> 2025-01-27 00:00:00
$ rating                     <str> 'NR'
$ rating_status              <str> null
$ investment_grade           <str> null
$ __index_level_0__          <i64> 388967

Dataframe Manifest

Dataframe Name
Dataframe ID	ratings
Data Sources	Mergent FISD Ratings
Data Providers	WRDS / LSEG Mergent
Links to Providers
Topic Tags
Type of Data Access
How is data pulled?	Pulled from Mergent FISD ratings table
Data available up to (min)	2025-07-10 00:00:00
Data available up to (max)	2091-06-14 00:00:00
Dataframe Path	/Users/kebo/Downloads/MS FinMath/Courses/Full Stack/p13_Bai_Collin-Dufresne_2019/_data/Mergent_FISD_ratings.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