diff options
Diffstat (limited to 'python/thetas-durations.py')
| -rw-r--r-- | python/thetas-durations.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/thetas-durations.py b/python/thetas-durations.py index dce71957..18e89bb3 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -1,11 +1,11 @@ import datetime import numpy as np import pandas as pd -from analytics.utils import tenor_t +from serenitas.analytics.utils import tenor_t from pandas.tseries.offsets import BDay from dateutil.relativedelta import relativedelta -from yieldcurve import get_curve -from utils.db import serenitas_engine +from serenitas.analytics.yieldcurve import get_curve +from serenitas.utils.db import serenitas_engine from pyisda.legs import FeeLeg, ContingentLeg from pyisda.curve import SpreadCurve from pyisda.date import previous_twentieth |