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-rw-r--r--python/analytics/credit_default_swap.py54
1 files changed, 0 insertions, 54 deletions
diff --git a/python/analytics/credit_default_swap.py b/python/analytics/credit_default_swap.py
index 20330365..5bddbf73 100644
--- a/python/analytics/credit_default_swap.py
+++ b/python/analytics/credit_default_swap.py
@@ -422,57 +422,3 @@ class CreditDefaultSwap:
self.spread = orig_spread
ind = pd.Index(spread_shock, name="spread_shock", copy=False)
return pd.DataFrame(r, index=ind, columns=actual_params)
-
- def __repr__(self):
- if not self.spread:
- raise ValueError("Market spread is missing!")
- if self.days_accrued > 1:
- accrued_str = "Accrued ({} Days)".format(self.days_accrued)
- else:
- accrued_str = "Accrued ({} Day)".format(self.days_accrued)
-
- s = [
- "{:<20}\tNotional {:>5.2f}MM {}\tFactor {:>28.5f}".format(
- "Buy Protection" if self.notional > 0.0 else "Sell Protection",
- abs(self.notional) / 1_000_000,
- self.currency,
- self._factor,
- ),
- "{:<20}\t{:>15}".format("CDS Index", colored(self.name, attrs=["bold"])),
- "",
- ]
- rows = [
- ["Trd Sprd (bp)", self.spread, "Coupon (bp)", self.fixed_rate],
- ["1st Accr Start", self.issue_date, "Payment Freq", "Quarterly"],
- ["Maturity Date", self.end_date, "Rec Rate", self.recovery],
- ["Bus Day Adj", "Following", "DayCount", "ACT/360"],
- ]
- format_strings = [
- [None, "{:.2f}", None, "{:.0f}"],
- [None, "{:%m/%d/%y}", None, None],
- [None, "{:%m/%d/%y}", None, None],
- [None, None, None, None],
- ]
- s += build_table(rows, format_strings, "{:<20}{:>19}\t\t{:<20}{:>15}")
- s += ["", colored("Calculator", attrs=["bold"])]
- rows = [
- ["Valuation Date", self.value_date],
- ["Cash Settled On", self._cash_settle_date],
- ]
- format_strings = [[None, "{:%m/%d/%y}"], [None, "{:%m/%d/%y}"]]
- s += build_table(rows, format_strings, "{:<20}\t{:>15}")
- s += [""]
- rows = [
- ["Price", self.price, "Spread DV01", self.DV01],
- ["Principal", self.clean_pv, "IR DV01", self.IRDV01],
- [accrued_str, self.accrued, "Rec Risk (1%)", self.rec_risk],
- ["Cash Amount", self.pv, "Def Exposure", self.jump_to_default],
- ]
- format_strings = [
- [None, "{:.8f}", None, "{:,.2f}"],
- [None, "{:,.0f}", None, "{:,.2f}"],
- [None, "{:,.0f}", None, "{:,.2f}"],
- [None, "{:,.0f}", None, "{:,.0f}"],
- ]
- s += build_table(rows, format_strings, "{:<20}{:>19}\t\t{:<20}{:>15}")
- return "\n".join(s)