diff options
Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 1255f639..1913c1d1 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -1,12 +1,13 @@ from .basket_index import BasketIndex from .db import _engine from .tranche_functions import ( - credit_schedule, adjust_attachments, cds_accrued, GHquad, BCloss_recov_dist, + credit_schedule, adjust_attachments, GHquad, BCloss_recov_dist, BCloss_recov_trunc, tranche_cl, tranche_pl) from .index_data import get_singlenames_curves, get_tranche_quotes from collections import namedtuple from copy import deepcopy from pandas.tseries.offsets import BDay +from pyisda.date import cds_accrued from scipy.optimize import brentq from scipy.interpolate import CubicSpline, PchipInterpolator from scipy.special import logit, expit |