update path to risk module

jialuechen · Oct 2, 2024 · adbe837 · adbe837
1 parent f57a297
commit adbe837
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Showing 6 changed files with 13 additions and 13 deletions.
diff --git a/README.md b/README.md
@@ -116,7 +116,7 @@ print(f'Asian Option Price: {price.item()}')
 
 ```python
 import torch
-from torchquantlib.risk.greeks.malliavin import malliavin_greek
+from torchquantlib.core.risk.greeks.malliavin import malliavin_greek
 
 option_price = torch.tensor(10.0)
 underlying_price = torch.tensor(100.0)
@@ -175,8 +175,8 @@ for epoch in range(num_epochs):
 ## Credit Risk Management Example
 ```python
 import torch
-from torchquantlib.risk.credit_risk.structural_model import merton_model
-from torchquantlib.risk.credit_risk.reduced_form_model import reduced_form_model
+from torchquantlib.core.risk.credit_risk.structural_model import merton_model
+from torchquantlib.core.risk.credit_risk.reduced_form_model import reduced_form_model
 
 asset_value = torch.tensor(100.0)
 debt = torch.tensor(80.0)

diff --git a/examples/credit_risk.py b/examples/credit_risk.py
@@ -1,6 +1,6 @@
 import torch
-from torchquantlib.risk.credit_risk.structural_model import merton_model
-from torchquantlib.risk.credit_risk.reduced_form_model import reduced_form_model
+from torchquantlib.core.risk.credit_risk.structural_model import merton_model
+from torchquantlib.core.risk.credit_risk.reduced_form_model import reduced_form_model
 
 asset_value = torch.tensor(100.0)
 debt = torch.tensor(80.0)

diff --git a/examples/malliavin_greeks.py b/examples/malliavin_greeks.py
@@ -1,5 +1,5 @@
 import torch
-from torchquantlib.risk.greeks.malliavin_greeks import malliavin_greek
+from torchquantlib.core.risk.greeks.malliavin_greeks import malliavin_greek
 
 option_price = torch.tensor(10.0)
 underlying_price = torch.tensor(100.0)

diff --git a/examples/market_risk.py b/examples/market_risk.py
@@ -1,6 +1,6 @@
 import torch
-from torchquantlib.risk.market_risk.var import calculate_var
-from torchquantlib.risk.market_risk.expected_shortfall import calculate_es
+from torchquantlib.core.risk.market_risk.var import calculate_var
+from torchquantlib.core.risk.market_risk.expected_shortfall import calculate_es
 
 returns = torch.tensor([0.01, -0.02, 0.03, -0.01, 0.04, -0.03])
 confidence_level = 0.95

diff --git a/examples/valuation_adjustment.py b/examples/valuation_adjustment.py
@@ -1,8 +1,8 @@
 import torch
-from torchquantlib.risk.valuation_adjustments.cva import calculate_cva
-from torchquantlib.risk.valuation_adjustments.dva import calculate_dva
-from torchquantlib.risk.valuation_adjustments.mva import calculate_mva
-from torchquantlib.risk.valuation_adjustments.fva import calculate_fva
+from torchquantlib.core.risk.valuation_adjustments.cva import calculate_cva
+from torchquantlib.core.risk.valuation_adjustments.dva import calculate_dva
+from torchquantlib.core.risk.valuation_adjustments.mva import calculate_mva
+from torchquantlib.core.risk.valuation_adjustments.fva import calculate_fva
 
 exposure = torch.tensor(100.0)
 default_prob = torch.tensor(0.02)

diff --git a/tests/test_malliavin_greeks.py b/tests/test_malliavin_greeks.py
@@ -1,5 +1,5 @@
 import torch
-from torchquantlib.risk.greeks.malliavin_greeks import MalliavinGreeks
+from torchquantlib.core.risk.greeks.malliavin_greeks import MalliavinGreeks
 
 def test_malliavin_greek():
     option_price = torch.tensor(10.0)