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-rw-r--r--python/calibrate_tranches.py2
-rw-r--r--python/calibrate_tranches_BC.py4
-rw-r--r--python/intex/intex_scenarios.py2
-rw-r--r--python/load_cf.py2
-rw-r--r--python/risk_insight/views.py1
5 files changed, 5 insertions, 6 deletions
diff --git a/python/calibrate_tranches.py b/python/calibrate_tranches.py
index 0c4f1099..c9e64e5f 100644
--- a/python/calibrate_tranches.py
+++ b/python/calibrate_tranches.py
@@ -12,7 +12,7 @@ n_credit = 100
Z, w = GHquad(n_int)
with open("../R/index_definitions.yml") as fh:
- indices = yaml.load(fh)
+ indices = yaml.load(fh, Loader=yaml.FullLoader)
indices['hy21']['maturity'] = datetime.date(1970, 1, 1) + datetime.timedelta(indices['hy21']['maturity'])
hy21 = indices['hy21']
hy21["startdate"] = datetime.date(2013, 9, 20)
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py
index 8fde82e9..1e1b2512 100644
--- a/python/calibrate_tranches_BC.py
+++ b/python/calibrate_tranches_BC.py
@@ -6,7 +6,7 @@ import logging
import os
import pandas as pd
from pathlib import Path
-from yaml import load
+from yaml import full_load
import argparse
@@ -115,7 +115,7 @@ if __name__ == "__main__":
config = {"runs": [(args.index, args.tenor)]}
else:
with (CODE_DIR / "etc" / args.config).open("r") as fh:
- config = load(fh)
+ config = full_load(fh)
for index, tenor in config["runs"]:
begin_date = None
diff --git a/python/intex/intex_scenarios.py b/python/intex/intex_scenarios.py
index 79b50639..ea0166b2 100644
--- a/python/intex/intex_scenarios.py
+++ b/python/intex/intex_scenarios.py
@@ -80,7 +80,7 @@ def generate_scenarios(workdate, dealname, conn):
replace = "\g<a>{0:.3f}".format(defaultedprice)
try:
with open(os.path.join(basedir, "csv", dealname + ".config")) as fh:
- config = yaml.load(fh)
+ config = yaml.load(fh, Loader=yaml.FullLoader)
except IOError:
logger.error("{0}: config file doesn't exist".format(dealname))
return
diff --git a/python/load_cf.py b/python/load_cf.py
index ce4c18c2..3f4949b9 100644
--- a/python/load_cf.py
+++ b/python/load_cf.py
@@ -53,7 +53,7 @@ def get_configfile(dealname, tradedate):
"csv", dealname + ".config")
try:
with open(configfile) as fh:
- config = yaml.load(fh)
+ config = yaml.load(fh, Loader=yaml.FullLoader)
except FileNotFoundError:
config = {"reinvflag": True}
return config
diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py
index d0a1f7df..9256aeda 100644
--- a/python/risk_insight/views.py
+++ b/python/risk_insight/views.py
@@ -2,7 +2,6 @@ import csv
import datetime
import os
import psycopg2
-import yaml
from risk_insight import app
from flask import render_template, jsonify, request, g