diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/tranche_functions.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/tranche_functions.py b/python/tranche_functions.py index 090e9072..f6c5ab35 100644 --- a/python/tranche_functions.py +++ b/python/tranche_functions.py @@ -5,8 +5,10 @@ from quantlib.time.api import Actual360, Period, UnitedStates, Following, today from quantlib.util.converter import qldate_to_pydate, pydate_to_qldate import pandas as pd from scipy.special import h_roots +from common import root +import os -libloss = np.ctypeslib.load_library("lossdistrib", "/home/share/CorpCDOs/code/R/lossdistrib/src") +libloss = np.ctypeslib.load_library("lossdistrib", os.path.join(root, "code/R/lossdistrib/src")) libloss.fitprob.restype = None libloss.fitprob.argtypes = [ np.ctypeslib.ndpointer('double', ndim=1, flags='F'), @@ -43,7 +45,7 @@ libloss.BCloss_recov_dist.argtypes = [ np.ctypeslib.ndpointer('double', ndim=2, flags='F,writeable')# output R ] -libgq = np.ctypeslib.load_library("GHquad", ".") +libgq = np.ctypeslib.load_library("GHquad", os.path.join(root, "code", "python")) libgq.GHquad.restype = None libgq.GHquad.argtypes = [c_int, np.ctypeslib.ndpointer('double', ndim=1, flags='F'), |