from .curve_trades import on_the_run
from .index import CreditIndex, ForwardIndex
from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface,
                     QuoteSurface, VolSurface, BlackSwaptionVolSurface)
from .portfolio import Portfolio
from .basket_index import MarkitBasketIndex
from .tranche_basket import DualCorrTranche, TrancheBasket
from .ir_swaption import IRSwaption

import datetime

def init_ontr(value_date=datetime.date.today()):
    global _ontr, _beta
    _ontr = CreditIndex('HY', on_the_run("HY", value_date), '5yr', value_date)
    _ontr.mark()
    _beta = {'HY': 1, 'IG': .3, 'EU': .22}