diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/portfolio.py | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index 1e4a2f55..b4311e86 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -1,13 +1,13 @@ -import analytics +import serenitas.analytics import numpy as np -from analytics import on_the_run, CreditIndex, BlackSwaptionVolSurface +from serenitas.analytics import on_the_run, CreditIndex, BlackSwaptionVolSurface from copy import deepcopy from .tranches import get_tranche_portfolio from .swaptions import get_swaption_portfolio from .bonds import subprime_risk, clo_risk, crt_risk from .indices import get_index_portfolio -from utils.db import dbconn, dbengine +from serenitas.utils.db import dbconn, dbengine from pandas.tseries.offsets import BDay @@ -22,11 +22,11 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): 2) All synthetic (portf_syn) """ - analytics._local = False + serenitas.analytics._local = False if value_date is None: value_date = position_date - analytics.init_ontr(value_date) + serenitas.analytics.init_ontr(value_date) conn = dbconn("dawndb") portf = get_tranche_portfolio(position_date, conn, False, fund) swaption_portf = get_swaption_portfolio(position_date, conn, fund) |