diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 10 |
1 files changed, 0 insertions, 10 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index f80242c6..2396e02e 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -8,7 +8,6 @@ from enum import Enum from psycopg.types.numeric import Int2BinaryDumper from psycopg import adapters from serenitas.analytics.dates import next_business_day, previous_twentieth -from serenitas.analytics.index import CreditIndex from serenitas.utils.db2 import dbconn from lru import LRU from psycopg.errors import UniqueViolation @@ -319,15 +318,6 @@ class CDSDeal( def __post_init__(self): self.effective_date = previous_twentieth(self.trade_date) - def credit_index(self): - index = CreditIndex( - redcode=self.security_id, - maturity=self.maturity, - notional=self.notional, - value_date=self.trade_date, - ) - index.direction = self.protection - def to_markit(self): obj = self.serialize("mtm") if obj["Initial Payment"] >= 0: |