pwilczewski
commited on
Commit
·
b953388
1
Parent(s):
79f0ce3
data update
Browse files- curr_prices.csv +2 -2
- init_prices.csv +1 -1
- spread_frame.csv +7 -7
- yc_frame.csv +9 -9
curr_prices.csv
CHANGED
@@ -1,3 +1,3 @@
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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,FRC,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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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,FRC,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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32.63999938964844,30.84000015258789,14.954999923706055,25.84000015258789,14.09000015258789,16.450000762939453,27.709999084472656,18.25,21.549999237060547,17.459999084472656,2.8499999046325684,18.440000534057617,27.3700008392334,22.989999771118164,155.72000122070312,28.440000534057617,11.239999771118164,75.05999755859375,48.81999969482422,16.100000381469727,6.909999847412109,67.08000183105469,8.359999656677246,15.300000190734863,23.93000030517578,41.790000915527344,14.0,9.895000457763672,18.079999923706055,46.91999816894531,82.37999725341797,9.75,58.9900016784668,29.209999084472656,9.579999923706055,16.450000762939453,22.6200008392334,18.040000915527344,9.380000114440918,22.75,19.040000915527344,46.86000061035156,31.399999618530273,20.030000686645508,17.190000534057617,12.739999771118164,40.630001068115234,54.04999923706055,30.81999969482422,9.399999618530273,21.549999237060547,17.18000030517578,53.310001373291016,46.5,32.84000015258789,30.280000686645508,18.3799991607666,9.90999984741211,52.119998931884766,29.15999984741211,103.47000122070312,88.05999755859375,39.91999816894531,14.489999771118164,12.479999542236328,18.489999771118164,40.619998931884766,15.720000267028809,94.41999816894531,24.209999084472656,19.969999313354492,15.75,12.970000267028809,34.77000045776367,18.079999923706055,14.859999656677246,13.4399995803833,12.5600004196167,86.2300033569336,19.200000762939453,101.18000030517578,11.029999732971191,28.59000015258789,11.970000267028809,42.29999923706055,24.3700008392334,38.08000183105469,15.470000267028809,30.799999237060547,51.0,28.209999084472656,28.6299991607666,23.219999313354492,31.440000534057617,23.360000610351562,20.1200008392334,12.15999984741211,1001.1900024414062,42.529998779296875,19.959999084472656,12.170000076293945,28.280000686645508,11.479999542236328,6.070000171661377,13.90999984741211,18.850000381469727,17.469999313354492,26.559999465942383,8.8056001663208,17.389999389648438,25.579999923706055,12.15999984741211,24.079999923706055,11.130000114440918,11.199999809265137,6.019999980926514,24.84000015258789,12.199999809265137,29.149999618530273,9.670000076293945,1.2200000286102295,5.690000057220459,27.860000610351562,9.010000228881836,19.75,26.329999923706055,8.569999694824219,15.0,11.869999885559082,15.149999618530273,7.270100116729736,9.300000190734863,,29.0,32.70000076293945,9.999899864196777,11.489999771118164,7.079999923706055,23.959999084472656,336.55999755859375,50.33000183105469,16.09000015258789,10.829999923706055,30.84000015258789,10.270000457763672,18.15999984741211,17.25,190.97999572753906,10.960000038146973,18.020000457763672,21.110000610351562,10.800000190734863,9.079999923706055,7.539999961853027,30.290000915527344,31.959999084472656,31.940000534057617,22.18000030517578,35.7599983215332,17.09000015258789,40.97999954223633,36.650001525878906,15.140000343322754,55.79999923706055,13.010000228881836,18.290000915527344,135.22999572753906,10.5600004196167,20.270000457763672,14.234999656677246,8.90999984741211,15.270000457763672,51.56999969482422,23.40999984741211,22.450000762939453,26.0,23.65999984741211,27.690000534057617,30.829999923706055,9.329999923706055,15.899999618530273,10.300000190734863,14.84000015258789,20.770000457763672,20.399999618530273,21.979999542236328,9.220000267028809,88.44000244140625,19.270000457763672,11.561300277709961,120.62999725341797,16.889999389648438,31.1200008392334,36.68000030517578,32.209999084472656,10.5600004196167,55.90999984741211,29.459999084472656,8.569999694824219,76.4800033569336,11.3100004196167,25.149999618530273,9.010000228881836,30.729999542236328,36.7599983215332,13.619999885559082,8.960000038146973,3.130000114440918,22.700000762939453,18.549999237060547,12.270000457763672,24.3799991607666,25.8700008392334,33.97999954223633,11.079999923706055,60.29999923706055,,8.369999885559082,15.520000457763672,13.300000190734863,28.329999923706055,25.899999618530273,47.5,40.150001525878906,26.610000610351562,17.1200008392334,8.680000305175781,127.8499984741211,52.540000915527344,21.010000228881836,104.91999816894531,7.360000133514404,7.079999923706055,22.90999984741211,39.130001068115234,12.399999618530273,38.7400016784668,7.34499979019165,17.719999313354492,27.479999542236328,45.880001068115234,5.309999942779541,22.040000915527344,21.309999465942383,14.050000190734863,31.940000534057617,48.619998931884766,15.6899995803833,26.690000534057617,12.989999771118164,0.5799999833106995,35.25,21.649999618530273,18.829999923706055,29.579999923706055,20.200000762939453,41.84000015258789,65.7300033569336,14.270000457763672,22.239999771118164,26.670000076293945,21.479999542236328,69.81999969482422,48.90999984741211,26.690000534057617,14.119999885559082,50.20000076293945,36.279998779296875,11.199999809265137,12.9399995803833,29.350000381469727,30.600000381469727,50.7599983215332,33.93000030517578,58.2400016784668,23.3700008392334,23.8799991607666,29.149999618530273,25.969999313354492,12.609700202941895,6.019999980926514,31.190000534057617,24.479999542236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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,FRC,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 |
+
44.73714828491211,35.40999984741211,15.8100004196167,29.440000534057617,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.990000009536743,23.81999969482422,38.63999938964844,24.100000381469727,174.18470764160156,32.560001373291016,16.655242919921875,87.46072387695312,61.18000030517578,19.779998779296875,9.84000015258789,77.59211730957031,10.34000015258789,19.850000381469727,29.3700008392334,49.79999923706055,15.97645378112793,11.84000015258789,28.450000762939453,72.91999816894531,99.16000366210938,13.0,65.76639556884766,33.79999923706055,12.138833045959473,19.84000015258789,28.198945999145508,23.22918128967285,14.289999961853027,28.84000015258789,23.969999313354492,50.68000030517578,39.847190856933594,25.711620330810547,25.18000030517578,17.239999771118164,49.547142028808594,74.02999877929688,41.369998931884766,12.0600004196167,24.469999313354492,19.34000015258789,63.790000915527344,56.35858154296875,44.349998474121094,35.02000045776367,23.510000228881836,13.109999656677246,58.309757232666016,38.08000183105469,126.54000091552734,94.02931213378906,49.18171691894531,21.290000915527344,15.274576187133789,20.350000381469727,66.17675018310547,23.510000228881836,104.94000244140625,28.027076721191406,27.360000610351562,22.100000381469727,16.25,41.51437759399414,28.889999389648438,22.772790908813477,24.860000610351562,15.039999961853027,81.60499572753906,22.219999313354492,110.5999984741211,15.319999694824219,35.86000061035156,15.359999656677246,53.64729309082031,41.40229415893555,43.68000030517578,18.826854705810547,37.7400016784668,72.87999725341797,35.209999084472656,35.709999084472656,30.110000610351562,40.30308532714844,29.540000915527344,20.280000686645508,14.819999694824219,679.6199951171875,48.43000030517578,23.350000381469727,18.18000030517578,35.060367584228516,14.89543342590332,13.970000267028809,18.498088836669922,25.479999542236328,21.14575958251953,33.869998931884766,8.90999984741211,23.789018630981445,33.278690338134766,16.487869262695312,29.469999313354492,13.609999656677246,13.569999694824219,7.610000133514404,28.643692016601562,13.800000190734863,32.75,13.329999923706055,1.8300000429153442,115.0,39.439998626708984,11.34000015258789,26.399999618530273,34.0,9.9399995803833,19.185117721557617,16.17279624938965,19.51654815673828,9.699999809265137,13.75,18.920000076293945,37.34000015258789,44.43260192871094,11.0,13.180000305175781,7.930013656616211,30.13178062438965,349.2900085449219,55.9722900390625,22.959999084472656,14.238903045654297,37.20000076293945,14.607828140258789,22.790000915527344,26.0,273.69000244140625,23.6299991607666,19.700000762939453,23.1200008392334,13.01953411102295,12.430000305175781,11.539999961853027,32.2599983215332,47.900001525878906,31.0,24.757816314697266,46.720001220703125,21.479999542236328,47.59000015258789,55.27000045776367,25.232839584350586,75.06221008300781,18.83837890625,25.06999969482422,136.72695922851562,17.309999465942383,22.56999969482422,18.5,11.399999618530273,17.729999542236328,67.48955535888672,26.700000762939453,33.279998779296875,28.850000381469727,29.18035316467285,34.869998931884766,54.7400016784668,10.720000267028809,19.260000228881836,12.59000015258789,17.719999313354492,28.850000381469727,28.8799991607666,29.559999465942383,15.774999618530273,95.9000015258789,25.389999389648438,13.180000305175781,140.3800048828125,24.549999237060547,39.060001373291016,43.4900016784668,38.380001068115234,14.25,73.41000366210938,40.84000015258789,10.3100004196167,92.08999633789062,13.289999961853027,33.287811279296875,8.369999885559082,36.45000076293945,53.540000915527344,16.75,10.930000305175781,3.809999942779541,27.389999389648438,22.639999389648438,15.960000038146973,26.450000762939453,27.139999389648438,40.56462478637695,26.68000030517578,69.64904022216797,14.449999809265137,11.079999923706055,19.140209197998047,17.040000915527344,34.150001525878906,30.100000381469727,66.8978271484375,49.310001373291016,36.77000045776367,19.849946975708008,10.899999618530273,143.3434295654297,67.31999969482422,30.540000915527344,124.47000122070312,9.0,8.789999961853027,26.55109405517578,51.252532958984375,18.790000915527344,42.49393081665039,9.399999618530273,21.560001373291016,33.23452377319336,50.54914093017578,6.5648298263549805,32.13999938964844,28.342082977294922,16.510000228881836,36.560001373291016,68.27400970458984,20.79827117919922,39.650001525878906,16.889999389648438,0.6899999976158142,44.41999816894531,26.3700008392334,24.298585891723633,38.122833251953125,25.440000534057617,48.900001525878906,79.56999969482422,15.850000381469727,27.049999237060547,36.060001373291016,27.84961700439453,85.86264038085938,56.22991180419922,34.029998779296875,16.299999237060547,64.75,48.57720184326172,15.270000457763672,17.540000915527344,39.205223083496094,43.77000045776367,59.75,42.869998931884766,73.12999725341797,29.460790634155273,27.829999923706055,36.20000076293945,32.7400016784668,14.677000045776367,7.397684097290039,38.4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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,
|
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
+
1,0.56,AAA,2023-04-25
|
4 |
2,0.74,AA,2023-03-08
|
5 |
+
3,0.78,AA,2023-04-25
|
6 |
4,1.05,A,2023-03-08
|
7 |
+
5,1.17,A,2023-04-25
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
+
7,1.73,BBB,2023-04-25
|
10 |
8,2.72,BB,2023-03-08
|
11 |
+
9,3.0,BB,2023-04-25
|
12 |
10,4.2,B,2023-03-08
|
13 |
+
11,4.98,B,2023-04-25
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
+
13,11.05,CCC,2023-04-25
|
yc_frame.csv
CHANGED
@@ -1,19 +1,19 @@
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
-
1,1,
|
4 |
2,3,5.06,2023-03-08
|
5 |
-
3,3,5.12,2023-04-
|
6 |
4,6,5.34,2023-03-08
|
7 |
-
5,6,
|
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.
|
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 |
+
1,1,4.11,2023-04-25
|
4 |
2,3,5.06,2023-03-08
|
5 |
+
3,3,5.12,2023-04-25
|
6 |
4,6,5.34,2023-03-08
|
7 |
+
5,6,4.98,2023-04-25
|
8 |
6,12,5.25,2023-03-08
|
9 |
+
7,12,4.6,2023-04-25
|
10 |
8,24,5.05,2023-03-08
|
11 |
+
9,24,3.86,2023-04-25
|
12 |
10,60,4.34,2023-03-08
|
13 |
+
11,60,3.43,2023-04-25
|
14 |
12,84,4.19,2023-03-08
|
15 |
+
13,84,3.42,2023-04-25
|
16 |
14,120,3.98,2023-03-08
|
17 |
+
15,120,3.4,2023-04-25
|
18 |
16,360,3.88,2023-03-08
|
19 |
+
17,360,3.65,2023-04-25
|