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Data Type predictor for input sets

Open grovesy opened this issue 4 years ago • 0 comments

Feature Request

We should provide a "predictor" function for data-types. Given an input DataFrame the data in each col should be analyzed

It's not enough just to say "int", "string" .. instead we should figure out if it's

  • CCY - USD, GBP, etc
  • Index (LIBOR, usd
  • Country Code (2-alpha, 3alpha etc)
  • Tenor - 1d, 2d, 1m, 2m etc
  • Curve (Tennor + Inddex + CCY combinations )
  • Name - corporate vs person + Localisation
  • Address data - + Localisation
  • Security references - e.g ISIN, CUSIP
  • Currency value / Notional
  • Basis Points

grovesy avatar May 11 '20 17:05 grovesy