diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/basket_index.py | 1 | ||||
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
2 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index eed96657..1ce940bb 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -234,6 +234,7 @@ class BasketIndex(CreditIndex): self.step_in_date, self.start_date, maturity, coupon, self.yc, spread, recov) + class MarkitBasketIndex(BasketIndex): def __init__(self, index_type: str, series: int, tenors: List[str], *, value_date: pd.Timestamp=pd.Timestamp.today().normalize() - BDay()): diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 34068ae1..4397ce31 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -5,7 +5,7 @@ from .tranche_functions import ( from .index_data import get_tranche_quotes from .utils import memoize, build_table from collections import namedtuple -from db import dbconn, dbengine +from db import dbconn from copy import deepcopy from lru import LRU from pyisda.date import cds_accrued |