diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 8 | ||||
| -rw-r--r-- | python/external_deriv_marks.py | 5 |
2 files changed, 6 insertions, 7 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 11f09d9f..b1a06de5 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -1,6 +1,6 @@ -from utils.db import dbconn -from analytics.tranche_basket import TrancheBasket, MarkitTrancheBasket -from analytics.utils import prev_business_day +from serenitas.utils.db import dbconn +from serenitas.analytics.tranche_basket import TrancheBasket, MarkitTrancheBasket +from serenitas.analytics.utils import prev_business_day import datetime import logging import numpy as np @@ -37,7 +37,7 @@ def build_sql_str(df, use_markit=False): if __name__ == "__main__": - from utils import SerenitasFileHandler + from serenitas.utils import SerenitasFileHandler logger = logging.getLogger("tranche_calib") parser = argparse.ArgumentParser() diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index cc1f5101..5c769cea 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -1,12 +1,11 @@ import datetime import pandas as pd import re -from env import DAILY_DIR +from serenitas.utils.env import DAILY_DIR from collateral.baml_isda import load_excel from collateral.citi import load_pdf, get_col from collateral.jpm import load_positions -from dates import bus_day -from analytics.utils import next_business_day, prev_business_day, get_fx +from serenitas.analytics.utils import next_business_day, prev_business_day, get_fx # local_nav is the nav in the trade's own currency COLUMNS = ["trade_date", "buy/sell", "notional", "local_nav", "base_nav", "ia"] |