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Diffstat (limited to 'python/notebooks/clo_loan_markets.ipynb')
| -rw-r--r-- | python/notebooks/clo_loan_markets.ipynb | 10 |
1 files changed, 9 insertions, 1 deletions
diff --git a/python/notebooks/clo_loan_markets.ipynb b/python/notebooks/clo_loan_markets.ipynb index 9785d612..43e9410e 100644 --- a/python/notebooks/clo_loan_markets.ipynb +++ b/python/notebooks/clo_loan_markets.ipynb @@ -78,7 +78,15 @@ "execution_count": null, "metadata": {}, "outputs": [], - "source": [] + "source": [ + "#% under 80/90\n", + "percent_under_80 = df[df['mid']<80].groupby(['latestdate']).agg({'mv': 'sum'})/df.groupby(['latestdate']).agg({'mv': 'sum'})\n", + "percent_under_90 = df[df['mid']<90].groupby(['latestdate']).agg({'mv': 'sum'})/df.groupby(['latestdate']).agg({'mv': 'sum'})\n", + "#wtd average prices\n", + "df['wtd_avg'] = df['mv'] * df['mid']\n", + "wtd_prices = df.dropna().groupby(['latestdate']).agg({'wtd_avg': 'sum'}).join(df.dropna().groupby(['latestdate']).agg({'mv': 'sum'}))\n", + "wtd_prices['price'] = wtd_prices['wtd_avg']/wtd_prices['mv']\n" + ] }, { "cell_type": "code", |