diff options
Diffstat (limited to 'python/notebooks/swaption_risk.ipynb')
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index 89c9be39..05c447b8 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -6,7 +6,7 @@ "metadata": {}, "outputs": [], "source": [ - "from mark_swaptions import get_swaption_portfolio\n", + "from risk.swaptions import get_swaption_portfolio\n", "import datetime\n", "from db import dbconn\n", "from analytics import init_ontr\n", @@ -21,7 +21,6 @@ "outputs": [], "source": [ "portf = get_swaption_portfolio(datetime.date.today(), conn)\n", - "portf.mark(interp_method=\"bivariate_linear\")\n", "portf" ] }, |