Index A | B | C | D | F | G | H | I | L | M | N | O | P | R | S | T | V | W | Y A adj_r_squared (finm.analytics.factor_analysis.RegressionResult attribute) alpha (finm.analytics.factor_analysis.RegressionResult attribute) alpha_annualized (finm.analytics.factor_analysis.RegressionResult attribute) alpha_pvalue (finm.analytics.factor_analysis.RegressionResult attribute) alpha_se (finm.analytics.factor_analysis.RegressionResult attribute) alpha_tstat (finm.analytics.factor_analysis.RegressionResult attribute) annualization_factor (finm.analytics.factor_analysis.RegressionResult attribute) app (in module finm.data._cli) assign_cs_deciles() (in module finm.fixedincome.calc_corp_bond_returns) B beta_pvalues (finm.analytics.factor_analysis.RegressionResult attribute) beta_ses (finm.analytics.factor_analysis.RegressionResult attribute) beta_tstats (finm.analytics.factor_analysis.RegressionResult attribute) betas (finm.analytics.factor_analysis.RegressionResult attribute) bond_price() (in module finm.fixedincome.pricing) bond_price_ql() (in module finm.fixedincome.pricing) BUNDLED_CSV (in module finm.data.fama_french._constants) BUNDLED_DATA_DIR (in module finm.data.fama_french._constants) C calc_cashflows() (in module finm.fixedincome.gsw2006_yield_curve) calc_corp_bond_returns() (in module finm.fixedincome.calc_corp_bond_returns) calc_runness() (in module finm.data.wrds._pull) calc_treasury_runness() (in module finm.data) calc_value_weighted_decile_returns() (in module finm.fixedincome.calc_corp_bond_returns) calculate_beta() (in module finm.analytics.factor_analysis) calculate_factor_exposures() (in module finm.analytics.factor_analysis) calculate_sharpe_ratio() (in module finm.analytics.factor_analysis) compare_fit() (in module finm.fixedincome.gsw2006_yield_curve) convexity() (in module finm.fixedincome.bonds) corp_bond_to_long_format() (in module finm.data.wrds._transform) CSV_ALL (in module finm.data.he_kelly_manela._constants) CSV_DAILY (in module finm.data.he_kelly_manela._constants) CSV_MONTHLY (in module finm.data.he_kelly_manela._constants) D DATA_INFO (in module finm.data.open_source_bond._constants) DATA_URL (in module finm.data.he_kelly_manela._constants) Dataset (class in finm.data._cli) DATASET_DAILY (in module finm.data.fama_french._constants) DATASET_MONTHLY (in module finm.data.fama_french._constants) DATASET_NAME (in module finm.data.fama_french._constants) (in module finm.data.federal_reserve._constants) (in module finm.data.he_kelly_manela._constants) (in module finm.data.open_source_bond._constants) (in module finm.data.wrds._constants) DatasetType (in module finm.data.wrds) discount() (in module finm.fixedincome.gsw2006_yield_curve) DISPLAY_NAME (in module finm.data.fama_french._constants) (in module finm.data.federal_reserve._constants) (in module finm.data.he_kelly_manela._constants) (in module finm.data.open_source_bond._constants) (in module finm.data.wrds._constants) DOCUMENTATION (in module finm.data.open_source_bond._constants) duration() (in module finm.fixedincome.bonds) F FACTOR_COLUMNS (in module finm.data.he_kelly_manela._constants) fama_french (finm.data._cli.Dataset attribute) fed_yield_curve (finm.data._cli.Dataset attribute) filter_treasury_cashflows() (in module finm.fixedincome.gsw2006_yield_curve) finm module finm.analytics module finm.analytics.factor_analysis module finm.data module finm.data._cli module finm.data._credentials module finm.data._utils module finm.data.fama_french module finm.data.fama_french._constants module finm.data.fama_french._load module finm.data.fama_french._pull module finm.data.fama_french._transform module finm.data.federal_reserve module finm.data.federal_reserve._constants module finm.data.federal_reserve._load module finm.data.federal_reserve._pull module finm.data.federal_reserve._transform module finm.data.he_kelly_manela module finm.data.he_kelly_manela._constants module finm.data.he_kelly_manela._load module finm.data.he_kelly_manela._pull module finm.data.he_kelly_manela._transform module finm.data.open_source_bond module finm.data.open_source_bond._constants module finm.data.open_source_bond._load module finm.data.open_source_bond._pull module finm.data.open_source_bond._transform module finm.data.wrds module finm.data.wrds._constants module finm.data.wrds._load module finm.data.wrds._pull module finm.data.wrds._transform module finm.fixedincome module finm.fixedincome.bonds module finm.fixedincome.calc_corp_bond_returns module finm.fixedincome.gsw2006_yield_curve module finm.fixedincome.pricing module fit() (in module finm.fixedincome.gsw2006_yield_curve) Format (class in finm.data._cli) FormatType (in module finm.data) (in module finm.data.fama_french) (in module finm.data.federal_reserve) (in module finm.data.he_kelly_manela) (in module finm.data.open_source_bond) (in module finm.data.wrds) FrequencyType (in module finm.data.fama_french) (in module finm.data.fama_french._pull) future_value() (in module finm.fixedincome.bonds) G get_coupon_dates() (in module finm.fixedincome.bonds) (in module finm.fixedincome.pricing) get_coupon_dates_ql() (in module finm.fixedincome.pricing) get_credentials() (in module finm.data._credentials) get_data_dir() (in module finm.data._credentials) gurkaynak_sack_wright_filters() (in module finm.fixedincome.gsw2006_yield_curve) H he_kelly_manela (finm.data._cli.Dataset attribute) I info() (in module finm.data._cli) L LICENSE_INFO (in module finm.data.fama_french._constants) (in module finm.data.federal_reserve._constants) (in module finm.data.he_kelly_manela._constants) (in module finm.data.open_source_bond._constants) (in module finm.data.wrds._constants) list_datasets() (in module finm.data._cli) load() (in module finm.data.fama_french) (in module finm.data.federal_reserve) (in module finm.data.he_kelly_manela) (in module finm.data.open_source_bond) (in module finm.data.wrds) load_corp_bond() (in module finm.data.wrds._load) load_corporate_bond_prices_daily() (in module finm.data) load_corporate_bond_returns() (in module finm.data) load_corporate_bond_returns_monthly() (in module finm.data) load_data() (in module finm.data.fama_french._load) (in module finm.data.federal_reserve._load) (in module finm.data.he_kelly_manela._load) (in module finm.data.open_source_bond._load) load_fama_french_factors() (in module finm.data) load_fed_yield_curve() (in module finm.data) load_fed_yield_curve_all() (in module finm.data) load_he_kelly_manela_all() (in module finm.data) load_he_kelly_manela_factors_daily() (in module finm.data) load_he_kelly_manela_factors_monthly() (in module finm.data) load_treasury() (in module finm.data.wrds._load) load_treasury_returns() (in module finm.data) load_wrds_corp_bond() (in module finm.data) load_wrds_treasury() (in module finm.data) long (finm.data._cli.Format attribute) M main() (in module finm.data._cli) MIN_N_ROWS_EXPECTED (in module finm.data.open_source_bond._constants) modified_duration() (in module finm.fixedincome.bonds) module finm finm.analytics finm.analytics.factor_analysis finm.data finm.data._cli finm.data._credentials finm.data._utils finm.data.fama_french finm.data.fama_french._constants finm.data.fama_french._load finm.data.fama_french._pull finm.data.fama_french._transform finm.data.federal_reserve finm.data.federal_reserve._constants finm.data.federal_reserve._load finm.data.federal_reserve._pull finm.data.federal_reserve._transform finm.data.he_kelly_manela finm.data.he_kelly_manela._constants finm.data.he_kelly_manela._load finm.data.he_kelly_manela._pull finm.data.he_kelly_manela._transform finm.data.open_source_bond finm.data.open_source_bond._constants finm.data.open_source_bond._load finm.data.open_source_bond._pull finm.data.open_source_bond._transform finm.data.wrds finm.data.wrds._constants finm.data.wrds._load finm.data.wrds._pull finm.data.wrds._transform finm.fixedincome finm.fixedincome.bonds finm.fixedincome.calc_corp_bond_returns finm.fixedincome.gsw2006_yield_curve finm.fixedincome.pricing N n_observations (finm.analytics.factor_analysis.RegressionResult attribute) O open_source_bond_corporate (finm.data._cli.Dataset attribute) open_source_bond_corporate_daily (finm.data._cli.Dataset attribute) open_source_bond_corporate_monthly (finm.data._cli.Dataset attribute) open_source_bond_treasury (finm.data._cli.Dataset attribute) P pandas_to_polars() (in module finm.data._utils) PARAM_NAMES (in module finm.fixedincome.gsw2006_yield_curve) PARAMS0 (in module finm.fixedincome.gsw2006_yield_curve) PARQUET_ALL (in module finm.data.federal_reserve._constants) PARQUET_CORP_BOND (in module finm.data.wrds._constants) PARQUET_STANDARD (in module finm.data.federal_reserve._constants) PARQUET_TREASURY_CONSOLIDATED (in module finm.data.wrds._constants) PARQUET_TREASURY_DAILY (in module finm.data.wrds._constants) PARQUET_TREASURY_INFO (in module finm.data.wrds._constants) PARQUET_TREASURY_WITH_RUNNESS (in module finm.data.wrds._constants) plot_spot_curve() (in module finm.fixedincome.gsw2006_yield_curve) portfolio_to_long_format() (in module finm.data.open_source_bond._transform) predict_prices() (in module finm.fixedincome.gsw2006_yield_curve) present_value() (in module finm.fixedincome.bonds) pull() (in module finm.data._cli) (in module finm.data.fama_french) (in module finm.data.federal_reserve) (in module finm.data.he_kelly_manela) (in module finm.data.open_source_bond) (in module finm.data.wrds) pull_corp_bond() (in module finm.data.wrds._pull) pull_data() (in module finm.data.fama_french._pull) (in module finm.data.federal_reserve._pull) (in module finm.data.he_kelly_manela._pull) (in module finm.data.open_source_bond._pull) pull_fama_french_factors() (in module finm.data) pull_fed_yield_curve() (in module finm.data) pull_he_kelly_manela() (in module finm.data) pull_open_source_bond() (in module finm.data) pull_treasury() (in module finm.data.wrds._pull) pull_wrds_corp_bond() (in module finm.data) pull_wrds_treasury() (in module finm.data) PullVariantType (in module finm.data.open_source_bond) (in module finm.data.open_source_bond._pull) R r_squared (finm.analytics.factor_analysis.RegressionResult attribute) RegressionResult (class in finm.analytics.factor_analysis) residual_std (finm.analytics.factor_analysis.RegressionResult attribute) run_capm_regression() (in module finm.analytics.factor_analysis) run_factor_regression() (in module finm.analytics.factor_analysis) run_fama_french_regression() (in module finm.analytics.factor_analysis) S spot() (in module finm.fixedincome.gsw2006_yield_curve) T to_long_format() (in module finm.data.fama_french._transform) (in module finm.data.federal_reserve._transform) (in module finm.data.he_kelly_manela._transform) (in module finm.data.open_source_bond._transform) treasury_to_long_format() (in module finm.data.wrds._transform) TreasuryVariantType (in module finm.data.wrds) (in module finm.data.wrds._load) (in module finm.data.wrds._pull) V validate_credentials() (in module finm.data._credentials) VariantType (in module finm.data.federal_reserve) (in module finm.data.federal_reserve._load) (in module finm.data.he_kelly_manela) (in module finm.data.he_kelly_manela._load) (in module finm.data.open_source_bond) (in module finm.data.open_source_bond._load) (in module finm.data.open_source_bond._pull) (in module finm.data.open_source_bond._transform) W wide (finm.data._cli.Format attribute) wrds_corp_bond (finm.data._cli.Dataset attribute) wrds_treasury (finm.data._cli.Dataset attribute) Y YIELD_COLUMNS (in module finm.data.federal_reserve._constants) YIELD_CURVE_URL (in module finm.data.federal_reserve._constants) yield_to_maturity() (in module finm.fixedincome.bonds)
