1 files changed, 0 insertions, 104 deletions
diff --git a/python/notebooks/Risk Management.ipynb b/python/notebooks/Risk Management.ipynb
deleted file mode 100644
index 8a4a5f72..00000000
--- a/python/notebooks/Risk Management.ipynb
+++ /dev/null
@@ -1,104 +0,0 @@
-{
- "cells": [
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "import portfolio_var as port\n",
-    "from analytics import Swaption, BlackSwaption, Index, VolatilitySurface, Portfolio\n",
-    "from analytics.scenarios import run_swaption_scenarios, run_index_scenarios, run_portfolio_scenarios\n",
-    "import datetime\n",
-    "import pandas as pd\n",
-    "from pandas.tseries.offsets import BDay, BMonthEnd\n",
-    "\n",
-    "#import exploration.swaption_calendar_spread as spread\n",
-    "import exploration.swaption_calendar_spread as spread"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "#Oct ME Bond HY Equiv\n",
-    "report_date = (datetime.date.today() + BMonthEnd(-1)).date()\n",
-    "bond_HY_equiv = -.12088\n",
-    "percentile = .95"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "#The 95%tile \n",
-    "df, spread, dur = port.rel_spread_diff(report_date)\n",
-    "stress = pd.DataFrame()\n",
-    "stress.at[('2SD_widen', 'spread')] = df.quantile(.975) \n",
-    "stress.at[('2SD_tighten', 'spread')] = df.quantile(.025) \n",
-    "stress.at[('worst_widen', 'spread')] = df.max()\n",
-    "stress['pts'] = -stress * spread * dur/100\n",
-    "stress['nav_impact'] = bond_HY_equiv * stress['pts']"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "stress"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "port.cleared_cds_margins(report_date, percentile)"
-   ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
-   "outputs": [],
-   "source": [
-    "port.index_curve_margins(report_date)"
-   ]
-  },
-  {
-   "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": "3.6.1"
-  }
- },
- "nbformat": 4,
- "nbformat_minor": 2
-}