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Diffstat (limited to 'python/analytics/utils.py')
| -rw-r--r-- | python/analytics/utils.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index edd05284..0cefaa9c 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -4,6 +4,8 @@ from scipy.special import h_roots from dateutil.relativedelta import relativedelta import datetime from pyisda.date import pydate_to_TDate +from pandas.api.types import CategoricalDtype +tenor_t = CategoricalDtype(['3yr', '5yr', '7yr', '10yr'], ordered=True) def GHquad(n): """Gauss-Hermite quadrature weights""" |