bond-data

What problem does it solve?

Facilitates a clear, consistent reference for Dickerson bond data by aligning WRDS columns with PyBondLab expectations, encoding ratings, and clarifying return definitions and signal clusters to prevent misinterpretation during analysis.

Core Features & Use Cases

• Column Mapping: Provides the PyBondLab mapping between Parquet columns and PyBondLab field names.
• Rating Encoding & Data Guidance: Documents S&P-based rating encoding and common data gotchas to ensure robust analyses.
• Use Case: A researcher loads WRDS bond data and immediately applies PyBondLab-compatible schema for factor-model experiments and timestamps.

Quick Start

Load the Dickerson bond data reference and apply the PyBondLab-mapped schema to start an analysis workflow.