expand_to_gvkeyiid

Description

FinHelper expand_to_gvkeyiid function expands data with IDs in gvkey format to the gvkeyiid format.

Parameters

• df (pandas.DataFrame): CM with gvkey (ex. factor, financial)

Returns

• pandas.DataFrame

Example

# df is financial, factor gvkey cm
gvkeyiid_df = FinHelper.expand_to_gvkeyiid(df)