diff options
| -rw-r--r-- | python/analytics/option.py | 1 | ||||
| -rw-r--r-- | python/cds_curve.py | 1 | ||||
| -rw-r--r-- | python/load_globeop_report.py | 1 | ||||
| -rw-r--r-- | python/markit_red.py | 1 |
4 files changed, 0 insertions, 4 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index ac1fcffd..fe543dde 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -18,7 +18,6 @@ from pandas.tseries.offsets import BDay from pyisda.optim import init_context, update_context, expected_pv import pyisda.optim from scipy.optimize import brentq -from scipy.integrate import simps from scipy.interpolate import SmoothBivariateSpline, interp1d, CubicSpline from matplotlib import cm from mpl_toolkits.mplot3d import Axes3D diff --git a/python/cds_curve.py b/python/cds_curve.py index 5f8ff1cf..8875abf8 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -12,7 +12,6 @@ def all_curves_pv( ): r = {} for d in maturities: - tenor = {} coupon_leg = FeeLeg(start_date, d, True, 1.0, 1.0) default_leg = ContingentLeg(start_date, d, True) accrued = coupon_leg.accrued(step_in_date) diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index 41b8ef81..7b4fd2df 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -4,7 +4,6 @@ import pandas as pd from itertools import chain from dates import bus_day from utils.db import dbengine -import datetime def get_globs(fname, years=["2013", "2014", "2015", "2016", "2017"]): diff --git a/python/markit_red.py b/python/markit_red.py index d2bd98bb..a3b3fff3 100644 --- a/python/markit_red.py +++ b/python/markit_red.py @@ -2,7 +2,6 @@ import csv import io import os import requests -import shutil import zipfile from pathlib import Path from lxml import etree |