pwilczewski
commited on
Commit
·
10ab268
1
Parent(s):
87b620d
update data
Browse files- curr_prices.csv +1 -1
- init_prices.csv +1 -1
- spread_frame.csv +7 -7
- yc_frame.csv +9 -9
curr_prices.csv
CHANGED
@@ -1,2 +1,2 @@
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ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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-
30.
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1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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+
30.760000228881836,28.5,14.149999618530273,24.90999984741211,13.699999809265137,14.970000267028809,27.75,16.690000534057617,20.40999984741211,15.979999542236328,2.869999885559082,18.25,25.299999237060547,22.100000381469727,152.2100067138672,27.860000610351562,10.75,73.77999877929688,45.369998931884766,15.869999885559082,6.449999809265137,66.83999633789062,7.639999866485596,14.039999961853027,22.760000228881836,40.790000915527344,13.949999809265137,8.739999771118164,14.65999984741211,44.79999923706055,78.33999633789062,8.699999809265137,55.119998931884766,26.75,7.460000038146973,15.609999656677246,23.399999618530273,17.399999618530273,8.6899995803833,22.479999542236328,17.56999969482422,45.66999816894531,29.959999084472656,18.479999542236328,14.279999732971191,12.979999542236328,42.88999938964844,47.310001373291016,29.190000534057617,9.079999923706055,20.799999237060547,15.970000267028809,53.099998474121094,48.439998626708984,33.970001220703125,29.15999984741211,17.729999542236328,9.720000267028809,50.33000183105469,26.219999313354492,98.87000274658203,89.79000091552734,35.95000076293945,14.640000343322754,12.59000015258789,14.829999923706055,35.58000183105469,14.739999771118164,88.02999877929688,21.540000915527344,18.940000534057617,14.3100004196167,12.489999771118164,34.54999923706055,17.549999237060547,13.119999885559082,13.5,11.510000228881836,88.37000274658203,16.989999771118164,95.77999877929688,10.569999694824219,27.670000076293945,10.649999618530273,39.11000061035156,20.969999313354492,37.84000015258789,14.489999771118164,27.09000015258789,45.08000183105469,26.1200008392334,26.739999771118164,24.229999542236328,28.469999313354492,23.559999465942383,19.020000457763672,12.0600004196167,999.1400146484375,42.599998474121094,19.420000076293945,10.430000305175781,28.450000762939453,10.859999656677246,4.440000057220459,12.199999809265137,17.020000457763672,15.050000190734863,24.139999389648438,8.0,15.510000228881836,23.959999084472656,9.859999656677246,24.209999084472656,11.489999771118164,10.739999771118164,5.889999866485596,23.610000610351562,10.630000114440918,26.15999984741211,9.069999694824219,0.7526000142097473,27.31999969482422,7.630000114440918,20.399999618530273,29.719999313354492,8.86989974975586,13.579999923706055,10.880000114440918,13.5600004196167,7.010000228881836,9.010000228881836,13.899999618530273,27.360000610351562,29.459999084472656,8.25,11.300000190734863,7.079999923706055,23.0,328.6499938964844,49.38999938964844,14.5600004196167,10.069999694824219,28.6200008392334,9.149999618530273,17.469999313354492,16.139999389648438,180.86000061035156,5.639999866485596,18.0,20.530000686645508,8.350000381469727,8.020000457763672,7.539999961853027,29.93000030517578,30.200000762939453,31.84000015258789,21.25,33.95000076293945,16.270000457763672,40.900001525878906,31.860000610351562,11.5600004196167,49.77000045776367,11.75,17.2450008392334,135.97999572753906,9.529999732971191,20.3700008392334,12.899999618530273,8.359999656677246,15.010000228881836,47.290000915527344,,21.700000762939453,25.899999618530273,23.15999984741211,25.670000076293945,21.219999313354492,8.920000076293945,14.930000305175781,9.770000457763672,14.65999984741211,20.149999618530273,18.709999084472656,19.360000610351562,8.390000343322754,84.75,19.3799991607666,10.680000305175781,114.80999755859375,14.6899995803833,28.540000915527344,35.84000015258789,29.81999969482422,9.800000190734863,55.150001525878906,28.40999984741211,8.399999618530273,73.19999694824219,10.619999885559082,27.139999389648438,9.789999961853027,27.049999237060547,32.2599983215332,12.579999923706055,8.600000381469727,3.009999990463257,17.209999084472656,17.149999618530273,11.550000190734863,23.899999618530273,24.0,33.34000015258789,6.420000076293945,59.70000076293945,11.800000190734863,8.5600004196167,13.25,13.40999984741211,23.709999084472656,25.049999237060547,45.65999984741211,37.959999084472656,24.6299991607666,16.06999969482422,7.949999809265137,116.6500015258789,47.900001525878906,19.06999969482422,103.19999694824219,6.329999923706055,6.409999847412109,22.209999084472656,37.86000061035156,9.760000228881836,38.68000030517578,6.809999942779541,16.309999465942383,25.850000381469727,44.279998779296875,4.650000095367432,21.440000534057617,19.229999542236328,13.229999542236328,28.40999984741211,46.22999954223633,15.770000457763672,23.190000534057617,11.300000190734863,0.4950999915599823,32.0,19.950000762939453,18.559999465942383,27.969999313354492,19.8799991607666,40.52000045776367,64.23999786376953,15.109999656677246,20.68000030517578,26.239999771118164,21.93000030517578,68.91999816894531,45.689998626708984,30.040000915527344,13.779999732971191,46.79999923706055,31.309999465942383,9.899999618530273,13.109999656677246,26.459999084472656,28.1299991607666,49.54999923706055,32.84000015258789,53.33000183105469,22.219999313354492,21.959999084472656,28.780000686645508,23.290000915527344,12.5,5.599999904632568,30.170000076293945,22.309999465942383,55.720001220703125,21.04999923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init_prices.csv
CHANGED
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ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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44.73714828491211,35.40999984741211,15.8100004196167,29.100309371948242,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.990000009536743,23.47844886779785,38.63999938964844,24.100000381469727,174.18470764160156,32.560001373291016,16.655242919921875,87.46072387695312,60.591732025146484,19.779998779296875,9.84000015258789,77.59211730957031,10.34000015258789,19.850000381469727,29.3700008392334,49.35908126831055,15.97645378112793,11.84000015258789,28.450000762939453,72.91999816894531,99.16000366210938,13.0,65.76639556884766,33.79999923706055,12.138833045959473,19.564111709594727,28.198945999145508,23.22918128967285,14.289999961853027,28.84000015258789,23.969999313354492,50.13041687011719,39.847190856933594,25.711620330810547,25.18000030517578,17.239999771118164,49.547142028808594,74.02999877929688,41.369998931884766,12.0600004196167,24.469999313354492,19.34000015258789,63.790000915527344,56.35858154296875,44.349998474121094,35.02000045776367,23.510000228881836,13.109999656677246,58.309757232666016,
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ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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2 |
+
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|
spread_frame.csv
CHANGED
@@ -1,15 +1,15 @@
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
-
1,0.
|
4 |
2,0.74,AA,2023-03-08
|
5 |
-
3,0.
|
6 |
4,1.05,A,2023-03-08
|
7 |
-
5,1.
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
-
7,1.
|
10 |
8,2.72,BB,2023-03-08
|
11 |
-
9,
|
12 |
10,4.2,B,2023-03-08
|
13 |
-
11,4.
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
-
13,10.
|
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
+
1,0.58,AAA,2023-05-02
|
4 |
2,0.74,AA,2023-03-08
|
5 |
+
3,0.81,AA,2023-05-02
|
6 |
4,1.05,A,2023-03-08
|
7 |
+
5,1.21,A,2023-05-02
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
+
7,1.78,BBB,2023-05-02
|
10 |
8,2.72,BB,2023-03-08
|
11 |
+
9,3.1,BB,2023-05-02
|
12 |
10,4.2,B,2023-03-08
|
13 |
+
11,4.99,B,2023-05-02
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
+
13,10.86,CCC,2023-05-02
|
yc_frame.csv
CHANGED
@@ -1,19 +1,19 @@
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
-
1,1,4.
|
4 |
2,3,5.06,2023-03-08
|
5 |
-
3,3,5.
|
6 |
4,6,5.34,2023-03-08
|
7 |
-
5,6,5.06,2023-
|
8 |
6,12,5.25,2023-03-08
|
9 |
-
7,12,4.
|
10 |
8,24,5.05,2023-03-08
|
11 |
-
9,24,
|
12 |
10,60,4.34,2023-03-08
|
13 |
-
11,60,3.
|
14 |
12,84,4.19,2023-03-08
|
15 |
-
13,84,3.
|
16 |
14,120,3.98,2023-03-08
|
17 |
-
15,120,3.44,2023-
|
18 |
16,360,3.88,2023-03-08
|
19 |
-
17,360,3.
|
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
+
1,1,4.56,2023-05-02
|
4 |
2,3,5.06,2023-03-08
|
5 |
+
3,3,5.24,2023-05-02
|
6 |
4,6,5.34,2023-03-08
|
7 |
+
5,6,5.06,2023-05-02
|
8 |
6,12,5.25,2023-03-08
|
9 |
+
7,12,4.74,2023-05-02
|
10 |
8,24,5.05,2023-03-08
|
11 |
+
9,24,3.97,2023-05-02
|
12 |
10,60,4.34,2023-03-08
|
13 |
+
11,60,3.46,2023-05-02
|
14 |
12,84,4.19,2023-03-08
|
15 |
+
13,84,3.44,2023-05-02
|
16 |
14,120,3.98,2023-03-08
|
17 |
+
15,120,3.44,2023-05-02
|
18 |
16,360,3.88,2023-03-08
|
19 |
+
17,360,3.72,2023-05-02
|