3 files changed, 189 insertions, 4 deletions
diff --git a/python/notebooks/Bespoke-MS.ipynb b/python/notebooks/bespokes/Bespoke-MS.ipynb
index 95e4e3fb..04cade25 100644
--- a/python/notebooks/Bespoke-MS.ipynb
+++ b/python/notebooks/bespokes/Bespoke-MS.ipynb
@@ -110,7 +110,19 @@
    "execution_count": null,
    "metadata": {},
    "outputs": [],
-   "source": []
+   "source": [
+    "from pyisda.curve import Senior, Subordinated, MM14\n",
+    "bs2._index[('BACR', Senior, MM14)].inspect()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs2._index[('BACR', Subordinated, MM14)].inspect()"
+   ]
   }
  ],
  "metadata": {
diff --git a/python/notebooks/bespokes/Bozeman.ipynb b/python/notebooks/bespokes/Bozeman.ipynb
new file mode 100644
index 00000000..5183a338
--- /dev/null
+++ b/python/notebooks/bespokes/Bozeman.ipynb
@@ -0,0 +1,144 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from analytics.tranche_basket import DualCorrTranche, TrancheBasket\n",
+    "import datetime"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "ig29 = TrancheBasket(\"IG\", 29, \"5yr\")\n",
+    "ig29.tweak()\n",
+    "ig29.build_skew()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bozeman = DualCorrTranche.from_tradeid(1037)\n",
+    "bozeman"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bozeman.value_date=datetime.date(2019, 3, 5)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bozeman"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bozeman.pv"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs1._index.spread()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs1.spread"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs1.duration"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs1"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "jtd = bs3.jump_to_default(ig29.skew)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "jtd.sort_values()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.7.2"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}
diff --git a/python/notebooks/Venice.ipynb b/python/notebooks/bespokes/Venice.ipynb
index fd69edd9..fc15082d 100644
--- a/python/notebooks/Venice.ipynb
+++ b/python/notebooks/bespokes/Venice.ipynb
@@ -6,7 +6,8 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from analytics.tranche_basket import DualCorrTranche, TrancheBasket"
+    "from analytics.tranche_basket import DualCorrTranche, TrancheBasket\n",
+    "import datetime"
    ]
   },
   {
@@ -15,7 +16,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "ig29 = TrancheBasket(\"IG\", 29, \"5yr\")\n",
+    "ig29 = TrancheBasket(\"IG\", 29, \"5yr\", value_date=datetime.date(2019, 3, 5))\n",
     "ig29.tweak()\n",
     "ig29.build_skew()"
    ]
@@ -26,7 +27,8 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "bs3 = DualCorrTranche(\"BS\", 3, \"2yr\", attach=5, detach=7, corr_attach=0.4, corr_detach=0.42, tranche_running=100)"
+    "bs3 = DualCorrTranche(\"BS\", 3, \"2yr\", attach=5, detach=7, corr_attach=0.4, corr_detach=0.42, tranche_running=100,\n",
+    "                     value_date=datetime.date(2019, 3, 5))"
    ]
   },
   {
@@ -54,6 +56,15 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "bs3._index.spread()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "bs3.spread"
    ]
   },
@@ -63,6 +74,24 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "bs3.duration"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "bs3"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "jtd = bs3.jump_to_default(ig29.skew)"
    ]
   },