diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 0d692d19..d2c98822 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -12,17 +12,15 @@ from quantlib.settings import Settings from quantlib.time.api import Date, Actual365Fixed from termcolor import colored from pandas.tseries.offsets import BDay -from db import dbengine from sqlalchemy import exc from pyisda.curve import SpreadCurve from .utils import previous_twentieth, build_table +from .db import _engine, dbengine from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session from yieldcurve import get_curve, rate_helpers, YC, ql_to_jp from weakref import WeakSet -_engine = dbengine('serenitasdb') - def g(index, spread, exercise_date, forward_yc=None, pv=None): """computes the strike clean price using the expected forward yield curve. """ if forward_yc is None: |