pgbs = pd.DataFrame(
{'maturity': ['15-06-2020', '15-04-2021', '17-10-2022', '25-10-2023',
'15-02-2024', '15-10-2025', '21-07-2026', '14-04-2027',
'17-10-2028', '15-06-2029', '15-02-2030', '18-04-2034',
'15-04-2037', '15-02-2045'],
'coupon': [4.8, 3.85, 2.2, 4.95, 5.65, 2.875, 2.875, 4.125,
2.125, 1.95, 3.875, 2.25, 4.1, 4.1],
'px': [102.532, 105.839, 107.247, 119.824, 124.005, 116.215, 117.708,
128.027, 115.301, 114.261, 133.621, 119.879, 149.427, 159.177]})
Hello David,
Thank you very much for preparing such documentation.
Could you please, explain whether the price input should be clean or dirty prices in the following example?