diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_functions.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/analytics/tranche_functions.py b/python/analytics/tranche_functions.py index e9ee3ddc..cfd047f8 100644 --- a/python/analytics/tranche_functions.py +++ b/python/analytics/tranche_functions.py @@ -1,15 +1,18 @@ import numpy as np -from ctypes import * +from ctypes import POINTER, c_int, c_double, byref from numpy.ctypeslib import ndpointer from quantlib.time.schedule import Schedule, CDS2015 -from quantlib.time.api import Actual360, Period, WeekendsOnly, ModifiedFollowing, Unadjusted +from quantlib.time.api import (Actual360, Period, WeekendsOnly, + ModifiedFollowing, Unadjusted) from quantlib.util.converter import pydate_to_qldate import pandas as pd from scipy.special import h_roots import os + def wrapped_ndpointer(*args, **kwargs): base = ndpointer(*args, **kwargs) + def from_param(cls, obj): if obj is None: return obj |
