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 def init_ontr(): global _ontr, _beta _ontr = CreditIndex('HY', 31, '5yr') _ontr.mark() _beta = {'HY': 1, 'IG': .3}