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Data Type predictor for input sets #12

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grovesy opened this issue May 11, 2020 · 0 comments

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grovesy commented May 11, 2020

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

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