Chart: Lifecycle of Selected 10-Year Treasury Issues (CRSP)#

Exploratory diagnostic: plots clean price over years since issuance for four CRSP 10-Year Bonds

Chart#

Sources: CRSP Treasury Database

Full Screen Chart

crsp_treasury_sample_plot#

Placeholder.

Chart Specs#

Chart Name

Lifecycle of Selected 10-Year Treasury Issues (CRSP)

Chart ID

crsp_treasury_sample_plot

Topic Tags

Data Series Start Date

Data Frequency

Observation Period

Lag in Data Release

Data Release Timing

Seasonal Adjustment

Units

HTML Chart

HTML

Dataframe Manifest#

Dataframe Name

CRSP Treasury Consolidated

Dataframe ID

crsp_treasury_consolidated

Data Sources

CRSP Treasury Database

Data Providers

WRDS

Links to Providers

Topic Tags

Type of Data Access

How is data pulled?

Pulled via WRDS SQL query and merged in Python

Data available up to (min)

Data available up to (max)

Dataframe Path

/Users/phoebefingold/FINM_Repo/FINM_32900/p14_gurkaynak_sack_wright_2007/_data/TFZ_consolidated.parquet

Linked Charts:

Pipeline Manifest#

Pipeline Name

p14_us_treasury_yield_curve_construction_and_model_comparison

Pipeline ID

P1

Lead Pipeline Developer

Phoebe Fingold, Annie Reynolds

Contributors

Phoebe Fingold, Annie Reynolds

Git Repo URL

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-11 00:04:57

OS Compatibility

Linked Dataframes

P1:crsp_treasury_daily_prices
P1:crsp_treasury_issue_info
P1:crsp_treasury_consolidated
P1:fed_yield_curve_all
P1:fed_yield_curve