diff options
Diffstat (limited to 'python/notebooks/swaption_risk.ipynb')
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 26 |
1 files changed, 5 insertions, 21 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index 6b42cff1..001a60bc 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -72,11 +72,7 @@ { "cell_type": "code", "execution_count": null, - "metadata": { - "jupyter": { - "source_hidden": true - } - }, + "metadata": {}, "outputs": [], "source": [ "portf = get_swaption_portfolio(value_date, conn, source_list=[\"MS\"], fund=fund)\n", @@ -86,11 +82,7 @@ { "cell_type": "code", "execution_count": null, - "metadata": { - "jupyter": { - "source_hidden": true - } - }, + "metadata": {}, "outputs": [], "source": [ "df = portf._todf()\n", @@ -103,11 +95,7 @@ { "cell_type": "code", "execution_count": null, - "metadata": { - "jupyter": { - "source_hidden": true - } - }, + "metadata": {}, "outputs": [], "source": [ "hedges = pd.read_sql_query(\"SELECT security_desc, notional FROM list_cds_positions_by_strat(%s, %s) \"\n", @@ -118,11 +106,7 @@ { "cell_type": "code", "execution_count": null, - "metadata": { - "jupyter": { - "source_hidden": true - } - }, + "metadata": {}, "outputs": [], "source": [ "def f(s):\n", @@ -229,7 +213,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.8.3" + "version": "3.8.5" } }, "nbformat": 4, |