diff options
| -rw-r--r-- | python/analytics/tranche_basket.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 615e7cca..281f1017 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -4,13 +4,13 @@ from .tranche_functions import ( BCloss_recov_trunc, tranche_cl, tranche_pl, tranche_pl_trunc, tranche_cl_trunc) from .index_data import get_tranche_quotes -from .utils import memoize, build_table, bus_day +from .utils import memoize, build_table, bus_day, next_twentieth from collections import namedtuple from .db import dawn_engine, serenitas_engine, serenitas_pool from copy import deepcopy from dateutil.relativedelta import relativedelta from lru import LRU -from pyisda.date import cds_accrued, next_twentieth +from pyisda.date import cds_accrued from scipy.optimize import brentq from scipy.interpolate import CubicSpline, PchipInterpolator from scipy.special import logit, expit |