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| -rw-r--r-- | python/swaption.py | 9 |
1 files changed, 0 insertions, 9 deletions
diff --git a/python/swaption.py b/python/swaption.py deleted file mode 100644 index 2238abe6..00000000 --- a/python/swaption.py +++ /dev/null @@ -1,9 +0,0 @@ -import datetime -from analytics import Index, Swaption - -ig27_5yr = Index.from_name('ig', 27, '5yr', datetime.date(2016, 10, 24)) -ig27_5yr.spread = 74 -payer = Swaption(ig27_5yr, datetime.date(2016, 12, 21), 65) -payer.sigma = 0.428 -payer.notional = 10e6 -print(payer.pv) |