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-rw-r--r--python/analytics/singlename_cds.py51
1 files changed, 0 insertions, 51 deletions
diff --git a/python/analytics/singlename_cds.py b/python/analytics/singlename_cds.py
deleted file mode 100644
index 3c59f039..00000000
--- a/python/analytics/singlename_cds.py
+++ /dev/null
@@ -1,51 +0,0 @@
-from .credit_default_swap import CreditDefaultSwap
-from .index_data import get_singlename_curve
-from pyisda.date import previous_twentieth, roll_date
-from .utils import tenor_to_float
-from typing import Union
-from yieldcurve import get_curve
-
-import datetime
-
-
-class SingleNameCds(CreditDefaultSwap):
- __slots__ = ("ticker", "seniority", "doc_clause", "tenor")
-
- def __init__(
- self,
- ticker: str,
- seniority: str = "Senior",
- doc_clause: str = "XR14",
- tenor: str = "5yr",
- *,
- end_date: Union[datetime.date, None] = None,
- recovery: float = 0.4,
- fixed_rate: float = 100.0,
- notional: float = 10e6,
- currency: str = "USD",
- value_date: datetime.date = datetime.date.today()
- ):
-
- if end_date is None:
- end_date = roll_date(value_date, tenor_to_float(tenor))
-
- super().__init__(
- previous_twentieth(value_date), end_date, recovery, fixed_rate, notional
- )
-
- self.ticker = ticker
- self.seniority = seniority
- self.doc_clause = doc_clause
- self.tenor = tenor
- self.currency = currency
- self.value_date = value_date
-
- value_date = property(CreditDefaultSwap.value_date.__get__)
-
- @value_date.setter
- def value_date(self, d: datetime.date):
- self._yc = get_curve(d, self.currency)
- self._sc = get_singlename_curve(
- self.ticker, self.seniority, self.doc_clause, d, self._yc
- )
- CreditDefaultSwap.value_date.__set__(self, d)