diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_functions.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/tranche_functions.py b/python/analytics/tranche_functions.py index a86ee169..ab975a55 100644 --- a/python/analytics/tranche_functions.py +++ b/python/analytics/tranche_functions.py @@ -1,6 +1,7 @@ import numpy as np from ctypes import POINTER, c_int, c_double, byref from numpy.ctypeslib import ndpointer +from pathlib import Path from pyisda.legs import FeeLeg from pyisda.date import previous_twentieth from quantlib.time.schedule import Schedule, CDS2015, OldCDS @@ -16,7 +17,6 @@ from quantlib.time.api import ( import pandas as pd from scipy.special import h_roots from .utils import next_twentieth -import os def wrapped_ndpointer(*args, **kwargs): @@ -31,7 +31,7 @@ def wrapped_ndpointer(*args, **kwargs): libloss = np.ctypeslib.load_library( - "lossdistrib", os.path.join(os.environ["CODE_DIR"], "python", "analytics") + "lossdistrib", Path(__file__).parent ) libloss.fitprob.restype = None |