diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index cc1f5101..5c769cea 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -1,12 +1,11 @@ import datetime import pandas as pd import re -from env import DAILY_DIR +from serenitas.utils.env import DAILY_DIR from collateral.baml_isda import load_excel from collateral.citi import load_pdf, get_col from collateral.jpm import load_positions -from dates import bus_day -from analytics.utils import next_business_day, prev_business_day, get_fx +from serenitas.analytics.utils import next_business_day, prev_business_day, get_fx # local_nav is the nav in the trade's own currency COLUMNS = ["trade_date", "buy/sell", "notional", "local_nav", "base_nav", "ia"] |