diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index f6779e0b..0cff5fa7 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -20,7 +20,7 @@ "from serenitas.analytics.curve_trades import curve_spread_diff, spreads_diff_table, theta_matrix_by_series\n", "from scipy.optimize import brentq\n", "from serenitas.utils.db import dbengine\n", - "from serenitas.analytics import CreditIndex" + "from serenitas.analytics.api import CreditIndex" ] }, { @@ -54,7 +54,7 @@ "metadata": {}, "outputs": [], "source": [ - "series = 36 if index == 'IG' else 34\n", + "series = 38 if index == 'IG' else 37\n", "model = ct.curve_model('5yr', '10yr', index=index, max_series=series)\n", "model_results = ct.curve_model_results(model[0], model[1])" ] @@ -375,7 +375,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.9.7" + "version": "3.10.5" } }, "nbformat": 4, |