Dataframe: P1:crsp_treasury_consolidated - CRSP Treasury Consolidated#
crsp_treasury_consolidated#
Placeholder.
DataFrame Glimpse#
Rows: 145747
Columns: 22
$ kytreasno <f64> 206021.0
$ kycrspid <str> '20100408.400000'
$ tcusip <str> '912795U3'
$ mcaldt <datetime[ns]> 2009-11-30 00:00:00
$ tdatdt <datetime[ns]> 2009-04-09 00:00:00
$ tmatdt <datetime[ns]> 2010-04-08 00:00:00
$ tfcaldt <i64> 0
$ tfcpdt <datetime[ns]> None
$ tmbid <f64> 99.965958333334
$ tmask <f64> 99.973125
$ tmaccint <f64> 0.0
$ tmyld <f64> 2.3614707616895e-06
$ price <f64> 99.969541666667
$ tcouprt <f64> 0.0
$ itype <f64> 4.0
$ original_maturity <f64> 1.0
$ iflwr <f64> 1.0
$ years_to_maturity <f64> 0.0
$ tmduratn <f64> 129.0
$ tmretnua <f64> 0.00031783665391802
$ days_to_maturity <i64> 129
$ callable <bool> False
Dataframe Manifest#
Dataframe Name |
CRSP Treasury Consolidated |
|---|---|
Dataframe ID |
|
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) |
None |
Data available up to (max) |
None |
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 |
|
Lead Pipeline Developer |
Phoebe Fingold, Annie Reynolds |
Contributors |
Phoebe Fingold, Annie Reynolds |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-11 00:04:57 |
OS Compatibility |
|
Linked Dataframes |
P1:crsp_treasury_daily_prices |