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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}
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