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setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
{
"cells": [
{
"cell_type": "markdown",
"id": "bd938e6e",
"metadata": {},
"source": [
"**Short notebook to test connectivity with S3 services and explore the data**"
]
},
{
"cell_type": "code",
Added clustering step
2026-02-02 11:37:16 +01:00
"execution_count": 1,
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
"id": "127753ac",
"metadata": {},
"outputs": [],
"source": [
"import pandas as pd"
]
},
{
"cell_type": "code",
Added clustering step
2026-02-02 11:37:16 +01:00
"execution_count": 2,
setting up the connexion to sf3s
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"id": "ae3c64fe",
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import s3fs\n",
"fs = s3fs.S3FileSystem(\n",
" client_kwargs={'endpoint_url': 'https://'+'minio-simple.lab.groupe-genes.fr'},\n",
" key = os.environ[\"AWS_ACCESS_KEY_ID\"], \n",
" secret = os.environ[\"AWS_SECRET_ACCESS_KEY\"], \n",
" token = os.environ[\"AWS_SESSION_TOKEN\"])"
]
},
{
"cell_type": "code",
Added clustering step
2026-02-02 11:37:16 +01:00
"execution_count": 3,
minor updates
2026-02-02 10:24:49 +01:00
"id": "84b9ac42",
"metadata": {},
"outputs": [],
"source": [
"import numpy as np\n",
"\n",
"def sample_by_blocks(df, block_size=10, num_blocks=10, random_state=None):\n",
" \"\"\"Sample num_blocks blocks of block_size consecutive rows (no overlapping blocks).\"\"\"\n",
" n = len(df)\n",
" max_start = n - block_size\n",
" if max_start < 0:\n",
" raise ValueError(f\"DataFrame has {n} rows, need at least {block_size}\")\n",
" if max_start + 1 < num_blocks:\n",
" raise ValueError(f\"Not enough room for {num_blocks} non-overlapping blocks (need at least {num_blocks * block_size} rows)\")\n",
" rng = np.random.default_rng(random_state)\n",
" chosen_starts = rng.choice(max_start + 1, size=num_blocks, replace=False)\n",
" chosen_starts.sort() # blocks in order of position in original df\n",
" indices = np.concatenate([np.arange(s, s + block_size) for s in chosen_starts])\n",
" return df.iloc[indices].reset_index(drop=True)\n",
"\n",
"# sample_df = sample_by_blocks(df, block_size=10, num_blocks=10, random_state=42)"
]
},
{
"cell_type": "code",
Added clustering step
2026-02-02 11:37:16 +01:00
"execution_count": 12,
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
"id": "83472648",
"metadata": {},
Added clustering step
2026-02-02 11:37:16 +01:00
"outputs": [],
"source": [
"with fs.open('s3://projet-bdc-data/carmignac/Data Modélisation/market data/Eur Gov Indices Weekly Step.xlsx', 'rb') as f:\n",
" df = pd.read_excel(f)\n",
"\n",
"sample_df = sample_by_blocks(df, block_size=20, num_blocks=3, random_state=42)"
]
},
{
"cell_type": "code",
"execution_count": 13,
"id": "79af063e",
"metadata": {},
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
"outputs": [
{
Added clustering step
2026-02-02 11:37:16 +01:00
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>Bond/Index</th>\n",
" <th>Description</th>\n",
" <th>Date</th>\n",
" <th>Total Return % 1-wk-LOC</th>\n",
" <th>Yield to Maturity (s.a.)</th>\n",
" <th>Yield to Maturity (conv.)</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-08-22</td>\n",
" <td>-0.3020</td>\n",
" <td>4.210</td>\n",
" <td>4.250</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-08-29</td>\n",
" <td>0.3040</td>\n",
" <td>4.180</td>\n",
" <td>4.220</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-09-05</td>\n",
" <td>0.9780</td>\n",
" <td>3.990</td>\n",
" <td>4.030</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-09-12</td>\n",
" <td>-1.0580</td>\n",
" <td>4.170</td>\n",
" <td>4.210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-09-19</td>\n",
" <td>-0.2860</td>\n",
" <td>4.220</td>\n",
" <td>4.270</td>\n",
" </tr>\n",
" <tr>\n",
" <th>5</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-09-26</td>\n",
" <td>0.6610</td>\n",
" <td>4.050</td>\n",
" <td>4.090</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-10-03</td>\n",
" <td>1.8900</td>\n",
" <td>3.710</td>\n",
" <td>3.750</td>\n",
" </tr>\n",
" <tr>\n",
" <th>7</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-10-10</td>\n",
" <td>0.0940</td>\n",
" <td>3.610</td>\n",
" <td>3.650</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-10-17</td>\n",
" <td>-0.3550</td>\n",
" <td>3.670</td>\n",
" <td>3.700</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-10-24</td>\n",
" <td>1.6370</td>\n",
" <td>3.390</td>\n",
" <td>3.420</td>\n",
" </tr>\n",
" <tr>\n",
" <th>10</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-10-31</td>\n",
" <td>-0.5350</td>\n",
" <td>3.410</td>\n",
" <td>3.440</td>\n",
" </tr>\n",
" <tr>\n",
" <th>11</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-11-07</td>\n",
" <td>1.3250</td>\n",
" <td>3.200</td>\n",
" <td>3.230</td>\n",
" </tr>\n",
" <tr>\n",
" <th>12</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-11-14</td>\n",
" <td>0.4490</td>\n",
" <td>3.070</td>\n",
" <td>3.100</td>\n",
" </tr>\n",
" <tr>\n",
" <th>13</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-11-21</td>\n",
" <td>1.3560</td>\n",
" <td>2.890</td>\n",
" <td>2.920</td>\n",
" </tr>\n",
" <tr>\n",
" <th>14</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-11-28</td>\n",
" <td>0.7780</td>\n",
" <td>2.860</td>\n",
" <td>2.880</td>\n",
" </tr>\n",
" <tr>\n",
" <th>15</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-12-05</td>\n",
" <td>1.4660</td>\n",
" <td>2.690</td>\n",
" <td>2.700</td>\n",
" </tr>\n",
" <tr>\n",
" <th>16</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-12-12</td>\n",
" <td>-1.9100</td>\n",
" <td>2.960</td>\n",
" <td>2.980</td>\n",
" </tr>\n",
" <tr>\n",
" <th>17</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-12-19</td>\n",
" <td>1.7980</td>\n",
" <td>2.650</td>\n",
" <td>2.670</td>\n",
" </tr>\n",
" <tr>\n",
" <th>18</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2008-12-26</td>\n",
" <td>0.3120</td>\n",
" <td>2.600</td>\n",
" <td>2.620</td>\n",
" </tr>\n",
" <tr>\n",
" <th>19</th>\n",
" <td>G0D0</td>\n",
" <td>ICE BofA German Government Index</td>\n",
" <td>2009-01-02</td>\n",
" <td>0.2640</td>\n",
" <td>2.560</td>\n",
" <td>2.570</td>\n",
" </tr>\n",
" <tr>\n",
" <th>20</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-03-11</td>\n",
" <td>0.3750</td>\n",
" <td>4.170</td>\n",
" <td>4.210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>21</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-03-18</td>\n",
" <td>0.8000</td>\n",
" <td>4.070</td>\n",
" <td>4.100</td>\n",
" </tr>\n",
" <tr>\n",
" <th>22</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-03-25</td>\n",
" <td>-0.6850</td>\n",
" <td>4.170</td>\n",
" <td>4.210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>23</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-04-01</td>\n",
" <td>-0.7850</td>\n",
" <td>4.310</td>\n",
" <td>4.350</td>\n",
" </tr>\n",
" <tr>\n",
" <th>24</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-04-08</td>\n",
" <td>0.0230</td>\n",
" <td>4.330</td>\n",
" <td>4.370</td>\n",
" </tr>\n",
" <tr>\n",
" <th>25</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-04-15</td>\n",
" <td>0.1680</td>\n",
" <td>4.310</td>\n",
" <td>4.350</td>\n",
" </tr>\n",
" <tr>\n",
" <th>26</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-04-22</td>\n",
" <td>0.3205</td>\n",
" <td>4.265</td>\n",
" <td>4.305</td>\n",
" </tr>\n",
" <tr>\n",
" <th>27</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-04-29</td>\n",
" <td>0.4730</td>\n",
" <td>4.220</td>\n",
" <td>4.260</td>\n",
" </tr>\n",
" <tr>\n",
" <th>28</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-05-06</td>\n",
" <td>0.4550</td>\n",
" <td>4.220</td>\n",
" <td>4.260</td>\n",
" </tr>\n",
" <tr>\n",
" <th>29</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-05-13</td>\n",
" <td>0.5170</td>\n",
" <td>4.150</td>\n",
" <td>4.190</td>\n",
" </tr>\n",
" <tr>\n",
" <th>30</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-05-20</td>\n",
" <td>-0.1800</td>\n",
" <td>4.190</td>\n",
" <td>4.230</td>\n",
" </tr>\n",
" <tr>\n",
" <th>31</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-05-27</td>\n",
" <td>0.4940</td>\n",
" <td>4.120</td>\n",
" <td>4.160</td>\n",
" </tr>\n",
" <tr>\n",
" <th>32</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-06-03</td>\n",
" <td>0.2970</td>\n",
" <td>4.110</td>\n",
" <td>4.150</td>\n",
" </tr>\n",
" <tr>\n",
" <th>33</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-06-10</td>\n",
" <td>-0.3260</td>\n",
" <td>4.160</td>\n",
" <td>4.200</td>\n",
" </tr>\n",
" <tr>\n",
" <th>34</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-06-17</td>\n",
" <td>-0.2170</td>\n",
" <td>4.170</td>\n",
" <td>4.210</td>\n",
" </tr>\n",
" <tr>\n",
" <th>35</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-06-24</td>\n",
" <td>-0.1350</td>\n",
" <td>4.180</td>\n",
" <td>4.230</td>\n",
" </tr>\n",
" <tr>\n",
" <th>36</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-07-01</td>\n",
" <td>-0.0550</td>\n",
" <td>4.180</td>\n",
" <td>4.220</td>\n",
" </tr>\n",
" <tr>\n",
" <th>37</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-07-08</td>\n",
" <td>-0.6990</td>\n",
" <td>4.240</td>\n",
" <td>4.290</td>\n",
" </tr>\n",
" <tr>\n",
" <th>38</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-07-15</td>\n",
" <td>-0.9230</td>\n",
" <td>4.350</td>\n",
" <td>4.400</td>\n",
" </tr>\n",
" <tr>\n",
" <th>39</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2011-07-22</td>\n",
" <td>1.1810</td>\n",
" <td>4.250</td>\n",
" <td>4.290</td>\n",
" </tr>\n",
" <tr>\n",
" <th>40</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-01-15</td>\n",
" <td>0.1220</td>\n",
" <td>0.850</td>\n",
" <td>0.850</td>\n",
" </tr>\n",
" <tr>\n",
" <th>41</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-01-22</td>\n",
" <td>0.2690</td>\n",
" <td>0.820</td>\n",
" <td>0.820</td>\n",
" </tr>\n",
" <tr>\n",
" <th>42</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-01-29</td>\n",
" <td>1.1230</td>\n",
" <td>0.670</td>\n",
" <td>0.670</td>\n",
" </tr>\n",
" <tr>\n",
" <th>43</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-02-05</td>\n",
" <td>-0.2680</td>\n",
" <td>0.720</td>\n",
" <td>0.720</td>\n",
" </tr>\n",
" <tr>\n",
" <th>44</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-02-12</td>\n",
" <td>-0.2090</td>\n",
" <td>0.750</td>\n",
" <td>0.750</td>\n",
" </tr>\n",
" <tr>\n",
" <th>45</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-02-19</td>\n",
" <td>0.4540</td>\n",
" <td>0.690</td>\n",
" <td>0.690</td>\n",
" </tr>\n",
" <tr>\n",
" <th>46</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-02-26</td>\n",
" <td>0.5470</td>\n",
" <td>0.620</td>\n",
" <td>0.620</td>\n",
" </tr>\n",
" <tr>\n",
" <th>47</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-03-04</td>\n",
" <td>-0.1540</td>\n",
" <td>0.640</td>\n",
" <td>0.650</td>\n",
" </tr>\n",
" <tr>\n",
" <th>48</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-03-11</td>\n",
" <td>0.2800</td>\n",
" <td>0.610</td>\n",
" <td>0.610</td>\n",
" </tr>\n",
" <tr>\n",
" <th>49</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-03-18</td>\n",
" <td>0.3570</td>\n",
" <td>0.560</td>\n",
" <td>0.570</td>\n",
" </tr>\n",
" <tr>\n",
" <th>50</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-03-25</td>\n",
" <td>0.4110</td>\n",
" <td>0.535</td>\n",
" <td>0.540</td>\n",
" </tr>\n",
" <tr>\n",
" <th>51</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-04-01</td>\n",
" <td>0.4650</td>\n",
" <td>0.510</td>\n",
" <td>0.510</td>\n",
" </tr>\n",
" <tr>\n",
" <th>52</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-04-08</td>\n",
" <td>-0.1140</td>\n",
" <td>0.530</td>\n",
" <td>0.530</td>\n",
" </tr>\n",
" <tr>\n",
" <th>53</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-04-15</td>\n",
" <td>-0.0970</td>\n",
" <td>0.540</td>\n",
" <td>0.540</td>\n",
" </tr>\n",
" <tr>\n",
" <th>54</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-04-22</td>\n",
" <td>-0.6600</td>\n",
" <td>0.630</td>\n",
" <td>0.630</td>\n",
" </tr>\n",
" <tr>\n",
" <th>55</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-04-29</td>\n",
" <td>-0.3380</td>\n",
" <td>0.680</td>\n",
" <td>0.680</td>\n",
" </tr>\n",
" <tr>\n",
" <th>56</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-05-06</td>\n",
" <td>0.6500</td>\n",
" <td>0.600</td>\n",
" <td>0.600</td>\n",
" </tr>\n",
" <tr>\n",
" <th>57</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-05-13</td>\n",
" <td>0.2110</td>\n",
" <td>0.570</td>\n",
" <td>0.570</td>\n",
" </tr>\n",
" <tr>\n",
" <th>58</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-05-20</td>\n",
" <td>-0.1420</td>\n",
" <td>0.590</td>\n",
" <td>0.590</td>\n",
" </tr>\n",
" <tr>\n",
" <th>59</th>\n",
" <td>EG04</td>\n",
" <td>ICE BofA 7-10 Year Euro Government Index</td>\n",
" <td>2016-05-27</td>\n",
" <td>0.4710</td>\n",
" <td>0.530</td>\n",
" <td>0.530</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Bond/Index Description Date \\\n",
"0 G0D0 ICE BofA German Government Index 2008-08-22 \n",
"1 G0D0 ICE BofA German Government Index 2008-08-29 \n",
"2 G0D0 ICE BofA German Government Index 2008-09-05 \n",
"3 G0D0 ICE BofA German Government Index 2008-09-12 \n",
"4 G0D0 ICE BofA German Government Index 2008-09-19 \n",
"5 G0D0 ICE BofA German Government Index 2008-09-26 \n",
"6 G0D0 ICE BofA German Government Index 2008-10-03 \n",
"7 G0D0 ICE BofA German Government Index 2008-10-10 \n",
"8 G0D0 ICE BofA German Government Index 2008-10-17 \n",
"9 G0D0 ICE BofA German Government Index 2008-10-24 \n",
"10 G0D0 ICE BofA German Government Index 2008-10-31 \n",
"11 G0D0 ICE BofA German Government Index 2008-11-07 \n",
"12 G0D0 ICE BofA German Government Index 2008-11-14 \n",
"13 G0D0 ICE BofA German Government Index 2008-11-21 \n",
"14 G0D0 ICE BofA German Government Index 2008-11-28 \n",
"15 G0D0 ICE BofA German Government Index 2008-12-05 \n",
"16 G0D0 ICE BofA German Government Index 2008-12-12 \n",
"17 G0D0 ICE BofA German Government Index 2008-12-19 \n",
"18 G0D0 ICE BofA German Government Index 2008-12-26 \n",
"19 G0D0 ICE BofA German Government Index 2009-01-02 \n",
"20 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-11 \n",
"21 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-18 \n",
"22 EG04 ICE BofA 7-10 Year Euro Government Index 2011-03-25 \n",
"23 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-01 \n",
"24 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-08 \n",
"25 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-15 \n",
"26 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-22 \n",
"27 EG04 ICE BofA 7-10 Year Euro Government Index 2011-04-29 \n",
"28 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-06 \n",
"29 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-13 \n",
"30 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-20 \n",
"31 EG04 ICE BofA 7-10 Year Euro Government Index 2011-05-27 \n",
"32 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-03 \n",
"33 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-10 \n",
"34 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-17 \n",
"35 EG04 ICE BofA 7-10 Year Euro Government Index 2011-06-24 \n",
"36 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-01 \n",
"37 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-08 \n",
"38 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-15 \n",
"39 EG04 ICE BofA 7-10 Year Euro Government Index 2011-07-22 \n",
"40 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-15 \n",
"41 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-22 \n",
"42 EG04 ICE BofA 7-10 Year Euro Government Index 2016-01-29 \n",
"43 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-05 \n",
"44 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-12 \n",
"45 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-19 \n",
"46 EG04 ICE BofA 7-10 Year Euro Government Index 2016-02-26 \n",
"47 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-04 \n",
"48 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-11 \n",
"49 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-18 \n",
"50 EG04 ICE BofA 7-10 Year Euro Government Index 2016-03-25 \n",
"51 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-01 \n",
"52 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-08 \n",
"53 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-15 \n",
"54 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-22 \n",
"55 EG04 ICE BofA 7-10 Year Euro Government Index 2016-04-29 \n",
"56 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-06 \n",
"57 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-13 \n",
"58 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-20 \n",
"59 EG04 ICE BofA 7-10 Year Euro Government Index 2016-05-27 \n",
"\n",
" Total Return % 1-wk-LOC Yield to Maturity (s.a.) \\\n",
"0 -0.3020 4.210 \n",
"1 0.3040 4.180 \n",
"2 0.9780 3.990 \n",
"3 -1.0580 4.170 \n",
"4 -0.2860 4.220 \n",
"5 0.6610 4.050 \n",
"6 1.8900 3.710 \n",
"7 0.0940 3.610 \n",
"8 -0.3550 3.670 \n",
"9 1.6370 3.390 \n",
"10 -0.5350 3.410 \n",
"11 1.3250 3.200 \n",
"12 0.4490 3.070 \n",
"13 1.3560 2.890 \n",
"14 0.7780 2.860 \n",
"15 1.4660 2.690 \n",
"16 -1.9100 2.960 \n",
"17 1.7980 2.650 \n",
"18 0.3120 2.600 \n",
"19 0.2640 2.560 \n",
"20 0.3750 4.170 \n",
"21 0.8000 4.070 \n",
"22 -0.6850 4.170 \n",
"23 -0.7850 4.310 \n",
"24 0.0230 4.330 \n",
"25 0.1680 4.310 \n",
"26 0.3205 4.265 \n",
"27 0.4730 4.220 \n",
"28 0.4550 4.220 \n",
"29 0.5170 4.150 \n",
"30 -0.1800 4.190 \n",
"31 0.4940 4.120 \n",
"32 0.2970 4.110 \n",
"33 -0.3260 4.160 \n",
"34 -0.2170 4.170 \n",
"35 -0.1350 4.180 \n",
"36 -0.0550 4.180 \n",
"37 -0.6990 4.240 \n",
"38 -0.9230 4.350 \n",
"39 1.1810 4.250 \n",
"40 0.1220 0.850 \n",
"41 0.2690 0.820 \n",
"42 1.1230 0.670 \n",
"43 -0.2680 0.720 \n",
"44 -0.2090 0.750 \n",
"45 0.4540 0.690 \n",
"46 0.5470 0.620 \n",
"47 -0.1540 0.640 \n",
"48 0.2800 0.610 \n",
"49 0.3570 0.560 \n",
"50 0.4110 0.535 \n",
"51 0.4650 0.510 \n",
"52 -0.1140 0.530 \n",
"53 -0.0970 0.540 \n",
"54 -0.6600 0.630 \n",
"55 -0.3380 0.680 \n",
"56 0.6500 0.600 \n",
"57 0.2110 0.570 \n",
"58 -0.1420 0.590 \n",
"59 0.4710 0.530 \n",
"\n",
" Yield to Maturity (conv.) \n",
"0 4.250 \n",
"1 4.220 \n",
"2 4.030 \n",
"3 4.210 \n",
"4 4.270 \n",
"5 4.090 \n",
"6 3.750 \n",
"7 3.650 \n",
"8 3.700 \n",
"9 3.420 \n",
"10 3.440 \n",
"11 3.230 \n",
"12 3.100 \n",
"13 2.920 \n",
"14 2.880 \n",
"15 2.700 \n",
"16 2.980 \n",
"17 2.670 \n",
"18 2.620 \n",
"19 2.570 \n",
"20 4.210 \n",
"21 4.100 \n",
"22 4.210 \n",
"23 4.350 \n",
"24 4.370 \n",
"25 4.350 \n",
"26 4.305 \n",
"27 4.260 \n",
"28 4.260 \n",
"29 4.190 \n",
"30 4.230 \n",
"31 4.160 \n",
"32 4.150 \n",
"33 4.200 \n",
"34 4.210 \n",
"35 4.230 \n",
"36 4.220 \n",
"37 4.290 \n",
"38 4.400 \n",
"39 4.290 \n",
"40 0.850 \n",
"41 0.820 \n",
"42 0.670 \n",
"43 0.720 \n",
"44 0.750 \n",
"45 0.690 \n",
"46 0.620 \n",
"47 0.650 \n",
"48 0.610 \n",
"49 0.570 \n",
"50 0.540 \n",
"51 0.510 \n",
"52 0.530 \n",
"53 0.540 \n",
"54 0.630 \n",
"55 0.680 \n",
"56 0.600 \n",
"57 0.570 \n",
"58 0.590 \n",
"59 0.530 "
]
},
"execution_count": 13,
"metadata": {},
"output_type": "execute_result"
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
}
],
"source": [
Added clustering step
2026-02-02 11:37:16 +01:00
"sample_df"
minor updates
2026-02-02 10:24:49 +01:00
]
},
{
"cell_type": "code",
Added clustering step
2026-02-02 11:37:16 +01:00
"execution_count": 14,
minor updates
2026-02-02 10:24:49 +01:00
"id": "36ec4312",
"metadata": {},
"outputs": [],
"source": [
Added clustering step
2026-02-02 11:37:16 +01:00
"sample_df.to_csv('eur_gov_indices.csv', index=False)"
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
minor updates
2026-02-02 10:24:49 +01:00
"version": "3.13.11"
setting up the connexion to sf3s
2025-11-25 17:27:19 +01:00
}
},
"nbformat": 4,
"nbformat_minor": 5
}
Reference in New Issue Copy Permalink