1 files changed, 0 insertions, 137 deletions
diff --git a/python/notebooks/Bespoke-MS.ipynb b/python/notebooks/Bespoke-MS.ipynb
deleted file mode 100644
index 95e4e3fb..00000000
--- a/python/notebooks/Bespoke-MS.ipynb
+++ /dev/null
@@ -1,137 +0,0 @@
-{
- "cells": [
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "from analytics.tranche_basket import DualCorrTranche, TrancheBasket\n",
-    "import datetime"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "ig29 = TrancheBasket(\"IG\", 29, \"5yr\", value_date=datetime.date(2019, 2, 6))\n",
-    "ig29.tweak()\n",
-    "ig29.build_skew()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2 = DualCorrTranche(\"BS\", 2, \"2yr\", attach=7, detach=10, corr_attach=0.4, corr_detach=0.42, tranche_running=500,\n",
-    "                         value_date=datetime.date(2019, 2, 6))"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2.singlename_spreads()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2._index.spread()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2.mark(skew=ig29.skew)\n",
-    "bs2.rho"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2.spread"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "bs2"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "#delta adjustement\n",
-    "bs2.upfront + bs2.delta * (157 - bs2._index.spread())*1e-4* bs2._index.duration()*100"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "jtd = bs2.jump_to_default(ig29.skew)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "jtd.sort_values()"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": []
-  }
- ],
- "metadata": {
-  "kernelspec": {
-   "display_name": "Python 3",
-   "language": "python",
-   "name": "python3"
-  },
-  "language_info": {
-   "codemirror_mode": {
-    "name": "ipython",
-    "version": 3
-   },
-   "file_extension": ".py",
-   "mimetype": "text/x-python",
-   "name": "python",
-   "nbconvert_exporter": "python",
-   "pygments_lexer": "ipython3",
-   "version": "3.7.2"
-  }
- },
- "nbformat": 4,
- "nbformat_minor": 2
-}