Dataframe: P1:crsp_treasury_daily_prices - CRSP Treasury Daily Prices

Dataframe: P1:crsp_treasury_daily_prices - CRSP Treasury Daily Prices#

crsp_daily_treasury_prices#

Placeholder.

DataFrame Glimpse#

Rows: 152715
Columns: 8
$ kytreasno <f64> 208161.0
$ kycrspid  <str> '20301231.203750'
$ mcaldt    <str> '2023-12-29'
$ tmbid     <f64> 99.1796875
$ tmask     <f64> 99.2265625
$ tmaccint  <f64> 0.0
$ tmyld     <f64> 0.00010514203346256
$ price     <f64> 99.203125

Dataframe Manifest#

Dataframe Name

CRSP Treasury Daily Prices

Dataframe ID

crsp_treasury_daily_prices

Data Sources

CRSP Treasury Database

Data Providers

CRSP, WRDS

Links to Providers

Topic Tags

Type of Data Access

How is data pulled?

Pulled via WRDS SQL query and cleaned 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_DAILY.parquet

Linked Charts:

  • None

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
Contents