diff options
Diffstat (limited to 'python/analytics/cms_spread.py')
| -rw-r--r-- | python/analytics/cms_spread.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/cms_spread.py b/python/analytics/cms_spread.py index 10a23417..9ee63e8e 100644 --- a/python/analytics/cms_spread.py +++ b/python/analytics/cms_spread.py @@ -1,6 +1,6 @@ from .tranche_functions import GHquad from math import exp, sqrt, log -from .blac import cnd_erf +from .black import cnd_erf def CMS_spread(T_alpha, X, beta, gamma): Z, w = GHquad(100) |