This data frame contains the information of 260 credit default swaps (CDS) from 2007-01-02 to 2009-12-31. The data sets is actually a combination of CDS backtest conducted under daily, weekly, monthly, and quartrly trading frequency. The strategy column contains the trading frequency.
A data frame with 7 variables
name = The name of each credit default swap (CDS).
date = The trading date.
sector = The sector the CDS belongs to.
strategy = The trading strategy of the credit default swap, including "daily", "weekly", "monthly" and "quarterly".
gmv = The gross market value of the CDS held on that day.
nmv = The net market value of the CDS held on that day.
pnl = The P&L value (adjusted) of the CDS on that day.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.