diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/tests/test_upfront_cds.py | 4 | ||||
| -rw-r--r-- | python/yieldcurve.py | 3 |
2 files changed, 4 insertions, 3 deletions
diff --git a/python/tests/test_upfront_cds.py b/python/tests/test_upfront_cds.py index 05c2e171..07a5bceb 100644 --- a/python/tests/test_upfront_cds.py +++ b/python/tests/test_upfront_cds.py @@ -2,7 +2,7 @@ from quantlib.time.api import (WeekendsOnly, today, Years, Months, Period, Date, Actual365Fixed, Actual360, Quarterly, Following, Unadjusted, Schedule, pydate_from_qldate, Rule) -from quantlib.instruments.api import CreditDefaultSwap, Side +from quantlib.instruments.api import CreditDefaultSwap, Side from quantlib.pricingengines.credit.isda_cds_engine import ( IsdaCdsEngine, ForwardsInCouponPeriod, NumericalFix, AccrualBias) from quantlib.termstructures.default_term_structure import DefaultProbabilityTermStructure @@ -11,7 +11,7 @@ from quantlib.termstructures.credit.api import ( from quantlib.settings import Settings from yieldcurve import YC, rate_helpers, getMarkitIRData import pandas as pd -from pyisda.curve import YieldCurve, BadDay, SpreadCurve +from pyisda.curve import YieldCurve, SpreadCurve from pyisda.utils import build_yc from pyisda.cdsone import upfront_charge from pyisda.legs import ContingentLeg, FeeLeg diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 70078e8f..77decec6 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -19,7 +19,8 @@ from quantlib.time.date import pydate_from_qldate import numpy as np from quantlib.quotes import SimpleQuote from db import dbconn, dbengine -from pyisda.curve import YieldCurve, BadDay +from pyisda.curve import YieldCurve +from pyisda.date import BadDay import warnings def load_curves(currency="USD", date=None): |