diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 87f5471d..02d2d878 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -12,7 +12,8 @@ from termcolor import colored from pandas.tseries.offsets import BDay from sqlalchemy import exc from pyisda.curve import SpreadCurve -from .utils import previous_twentieth, build_table +from pyisda.date import previous_twentieth +from .utils import build_table from .db import _engine, dbengine from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session @@ -220,7 +221,7 @@ class Index(object): self._yc, self._sc, self.recovery) self._pv = self._clean_pv - self._accrued * self.fixed_rate * 1e-4 self._spread = self._clean_pv / (self._risky_annuity - self._accrued) \ - + self.fixed_rate * 1e-4 + + self.fixed_rate * 1e-4 self._price = val self.notify() |