diff options
Diffstat (limited to 'python/exploration')
| -rw-r--r-- | python/exploration/tranches.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/exploration/tranches.py b/python/exploration/tranches.py index a8e8d05e..0a5f969a 100644 --- a/python/exploration/tranches.py +++ b/python/exploration/tranches.py @@ -7,7 +7,7 @@ import analytics.basket_index as idx_bkt import numpy as np import pandas as pd -from analytics import Swaption, BlackSwaption, Index, BlackSwaptionVolSurface, Portfolio, ProbSurface +from analytics import Swaption, BlackSwaption, CreditIndex, BlackSwaptionVolSurface, Portfolio, ProbSurface from analytics.scenarios import run_swaption_scenarios, run_index_scenarios, run_portfolio_scenarios, run_tranche_scenarios from scipy.interpolate import interp1d |