diff options
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 20 |
1 files changed, 10 insertions, 10 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index 159e695d..fcc95492 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -11,16 +11,16 @@ "import numpy as np\n", "import graphics as g\n", "import globeop_reports as go\n", - "import analytics.curve_trades as ct\n", + "import serenitas.analytics.curve_trades as ct\n", "import datetime\n", "\n", "from ipywidgets import widgets\n", "from pandas.tseries.offsets import BDay\n", - "from analytics.scenarios import run_curve_scenarios\n", - "from analytics.curve_trades import curve_spread_diff, spreads_diff_table, theta_matrix_by_series\n", + "from serenitas.analytics.scenarios import run_curve_scenarios\n", + "from serenitas.analytics.curve_trades import curve_spread_diff, spreads_diff_table, theta_matrix_by_series\n", "from scipy.optimize import brentq\n", - "from utils.db import dbengine\n", - "from analytics import CreditIndex" + "from serenitas.utils.db import dbengine\n", + "from serenitas.analytics import CreditIndex" ] }, { @@ -54,8 +54,8 @@ "metadata": {}, "outputs": [], "source": [ - "index = 'IG'\n", - "series = 34 if index == 'IG' else 33\n", + "index = 'EU'\n", + "series = 36 if index == 'IG' else 35\n", "model = ct.curve_model('5yr', '10yr', index=index, max_series=series)\n", "model_results = ct.curve_model_results(model[0], model[1])" ] @@ -362,9 +362,9 @@ ], "metadata": { "kernelspec": { - "display_name": "Python 3", + "display_name": "Python 3.9.1 64-bit", "language": "python", - "name": "python3" + "name": "python39164bit6ddd573894c04d6a858a9a58880cc9d4" }, "language_info": { "codemirror_mode": { @@ -376,7 +376,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.8.5" + "version": "3.9.1-final" } }, "nbformat": 4, |