numeraire.SortAssignments#

class numeraire.SortAssignments(bins: DataFrame, breakpoints: DataFrame, n_bins: int)[source]#

Bases: object

Formation-time bin assignments and the breakpoints that produced them.

bins has the same axes as the formation signal. Its finite values are integer bin labels in 0 .. n_bins - 1; ineligible names have NaN. breakpoints has one row per date and columns 1 .. n_bins - 1 for the interior signal cutoffs.

__init__(bins: DataFrame, breakpoints: DataFrame, n_bins: int) → None#

Methods

__init__(bins, breakpoints, n_bins)

Attributes

`bins`
`breakpoints`
`n_bins`