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Diffstat (limited to 'python/thetas-durations.py')
| -rw-r--r-- | python/thetas-durations.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/thetas-durations.py b/python/thetas-durations.py index 07e6cb03..b3d2e7cf 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -5,12 +5,11 @@ from analytics.utils import tenor_t from pandas.tseries.offsets import BDay from dateutil.relativedelta import relativedelta from yieldcurve import get_curve -from db import dbengine +from db import serenitas_engine from pyisda.legs import FeeLeg, ContingentLeg from pyisda.curve import SpreadCurve from pyisda.date import previous_twentieth -serenitas_engine = dbengine('serenitasdb') tenors = {"IG": ("3yr", "5yr", "7yr", "10yr"), "HY": ("3yr", "5yr", "7yr"), "EU": ("3yr", "5yr", "7yr", "10yr"), |