Fixed unit tests and some pep8 changes

domokane · Sep 30, 2024 · 80032d7 · 80032d7
1 parent c42ebbc
commit 80032d7
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Showing 113 changed files with 5,537 additions and 3,795 deletions.
diff --git a/book/ALL FINANCEPY/products/bonds/FINANNUITY_Valuation.ipynb b/book/ALL FINANCEPY/products/bonds/FINANNUITY_Valuation.ipynb
@@ -245,14 +245,14 @@
    "outputs": [],
    "source": [
     "depos = []\n",
-    "dcType = DayCountTypes.ACT_360\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
+    "dc_type = DayCountTypes.ACT_360\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
     "swap_type = SwapTypes.PAY\n",
-    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap2 = IborSwap(settle_dt,\"2Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap3 = IborSwap(settle_dt,\"3Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap4 = IborSwap(settle_dt,\"4Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap5 = IborSwap(settle_dt,\"5Y\",swap_type,0.0500,fixedFreq,dcType)\n",
+    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap2 = IborSwap(settle_dt,\"2Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap3 = IborSwap(settle_dt,\"3Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap4 = IborSwap(settle_dt,\"4Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap5 = IborSwap(settle_dt,\"5Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
     "swaps = [swap1, swap2, swap3, swap4, swap5]\n",
     "\n",
     "libor_curve = IborSingleCurve(value_dt, depos, [], swaps)"

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDEMBEDDEDOPTION_Valuation.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDEMBEDDEDOPTION_Valuation.ipynb
@@ -117,12 +117,12 @@
    },
    "outputs": [],
    "source": [
-    "dcType = DayCountTypes.ACT_360\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
+    "dc_type = DayCountTypes.ACT_360\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
     "swap_type = SwapTypes.PAY\n",
-    "swap1 = IborSwap(settle_dt, Date(1,1,2008), swap_type, 0.05, fixedFreq, dcType)\n",
-    "swap2 = IborSwap(settle_dt, Date(1,1,2009), swap_type, 0.05, fixedFreq, dcType)\n",
-    "swap3 = IborSwap(settle_dt, Date(1,1,2010), swap_type, 0.05, fixedFreq, dcType)\n",
+    "swap1 = IborSwap(settle_dt, Date(1,1,2008), swap_type, 0.05, fixed_freq, dc_type)\n",
+    "swap2 = IborSwap(settle_dt, Date(1,1,2009), swap_type, 0.05, fixed_freq, dc_type)\n",
+    "swap3 = IborSwap(settle_dt, Date(1,1,2010), swap_type, 0.05, fixed_freq, dc_type)\n",
     "swaps = [swap1, swap2, swap3]\n",
     "discount_curve = IborSingleCurve(value_dt, [], [], swaps)"
    ]

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_All_Models_Valuation_Analysis.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_All_Models_Valuation_Analysis.ipynb
@@ -110,9 +110,9 @@
    "outputs": [],
    "source": [
     "rate = 0.10\n",
-    "dcType = DayCountTypes.THIRTY_360_BOND\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
-    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixedFreq, dcType)"
+    "dc_type = DayCountTypes.THIRTY_360_BOND\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
+    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixed_freq, dc_type)"
    ]
   },
   {
@@ -355,8 +355,8 @@
    "outputs": [],
    "source": [
     "df = discount_curve.df(expiry_dt)\n",
-    "callIntrinsic = max(cp - strike_price, 0) * df\n",
-    "putIntrinsic = max(strike_price - cp, 0) * df"
+    "call_intrinsic = max(cp - strike_price, 0) * df\n",
+    "put_intrinsic = max(strike_price - cp, 0) * df"
    ]
   },
   {
@@ -383,7 +383,7 @@
     }
    ],
    "source": [
-    "callIntrinsic"
+    "call_intrinsic"
    ]
   },
   {
@@ -410,7 +410,7 @@
     }
    ],
    "source": [
-    "putIntrinsic"
+    "put_intrinsic"
    ]
   },
   {

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_BK_ModelValuationAnalysis.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_BK_ModelValuationAnalysis.ipynb
@@ -109,14 +109,14 @@
    },
    "outputs": [],
    "source": [
-    "dcType = DayCountTypes.THIRTY_360_BOND\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
+    "dc_type = DayCountTypes.THIRTY_360_BOND\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
     "swap_type = SwapTypes.PAY\n",
-    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap2 = IborSwap(settle_dt,\"3Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap3 = IborSwap(settle_dt,\"5Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap4 = IborSwap(settle_dt,\"7Y\",swap_type,0.0500,fixedFreq,dcType)\n",
-    "swap5 = IborSwap(settle_dt,\"10Y\",swap_type,0.0500,fixedFreq,dcType)\n",
+    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap2 = IborSwap(settle_dt,\"3Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap3 = IborSwap(settle_dt,\"5Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap4 = IborSwap(settle_dt,\"7Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
+    "swap5 = IborSwap(settle_dt,\"10Y\",swap_type,0.0500,fixed_freq,dc_type)\n",
     "swaps = [swap1, swap2, swap3, swap4, swap5]\n",
     "\n",
     "libor_curve = IborSingleCurve(value_dt, [], [], swaps)"

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_HW_EXAMPLE_MATCH_DERIVA_GEN.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_HW_EXAMPLE_MATCH_DERIVA_GEN.ipynb
@@ -108,9 +108,9 @@
    "outputs": [],
    "source": [
     "rate = 0.05\n",
-    "dcType = DayCountTypes.THIRTY_360_BOND\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
-    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixedFreq, dcType)"
+    "dc_type = DayCountTypes.THIRTY_360_BOND\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
+    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixed_freq, dc_type)"
    ]
   },
   {

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_HW_Model_Jamshidian.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_HW_Model_Jamshidian.ipynb
@@ -108,9 +108,9 @@
    "outputs": [],
    "source": [
     "rate = 0.05\n",
-    "dcType = DayCountTypes.THIRTY_360_BOND\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
-    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixedFreq, dcType)"
+    "dc_type = DayCountTypes.THIRTY_360_BOND\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
+    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixed_freq, dc_type)"
    ]
   },
   {

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_Tree_Convergence_With_Volatility.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_Tree_Convergence_With_Volatility.ipynb
@@ -109,8 +109,8 @@
    "outputs": [],
    "source": [
     "rate = 0.05\n",
-    "fixedFreq = FrequencyTypes.ANNUAL\n",
-    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixedFreq)"
+    "fixed_freq = FrequencyTypes.ANNUAL\n",
+    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixed_freq)"
    ]
   },
   {
@@ -333,8 +333,8 @@
    },
    "outputs": [],
    "source": [
-    "callIntrinsic = max(sp - K, 0)\n",
-    "putIntrinsic = max(K - sp, 0)"
+    "call_intrinsic = max(sp - K, 0)\n",
+    "put_intrinsic = max(K - sp, 0)"
    ]
   },
   {
@@ -359,8 +359,8 @@
     }
    ],
    "source": [
-    "print(\"Call Intrinsic Spot: %9.5f\" % callIntrinsic)\n",
-    "print(\"Put  Intrinsic Spot: %9.5f\" % putIntrinsic)"
+    "print(\"Call Intrinsic Spot: %9.5f\" % call_intrinsic)\n",
+    "print(\"Put  Intrinsic Spot: %9.5f\" % put_intrinsic)"
    ]
   },
   {
@@ -383,8 +383,8 @@
    },
    "outputs": [],
    "source": [
-    "callIntrinsicPV = max(fp - K, 0) * df\n",
-    "putIntrinsicPV = max(K - fp, 0) * df"
+    "call_intrinsic_pv = max(fp - K, 0) * df\n",
+    "put_intrinsic_pv = max(K - fp, 0) * df"
    ]
   },
   {
@@ -409,8 +409,8 @@
     }
    ],
    "source": [
-    "print(\"Call Intrinsic Fwd: %9.5f\" % callIntrinsicPV)\n",
-    "print(\"Put  Intrinsic Fwd: %9.5f\" % putIntrinsicPV)"
+    "print(\"Call Intrinsic Fwd: %9.5f\" % call_intrinsic_pv)\n",
+    "print(\"Put  Intrinsic Fwd: %9.5f\" % put_intrinsic_pv)"
    ]
   },
   {

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_Tree_Convergence_Zero_Vol.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDOPTION_Tree_Convergence_Zero_Vol.ipynb
@@ -109,8 +109,8 @@
    "outputs": [],
    "source": [
     "rate = 0.05\n",
-    "fixedFreq = FrequencyTypes.ANNUAL\n",
-    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixedFreq)"
+    "fixed_freq = FrequencyTypes.ANNUAL\n",
+    "discount_curve = DiscountCurveFlat(settle_dt, rate, fixed_freq)"
    ]
   },
   {
@@ -283,8 +283,8 @@
    },
    "outputs": [],
    "source": [
-    "callIntrinsic = max(sp - K, 0)\n",
-    "putIntrinsic = max(K - sp, 0)"
+    "call_intrinsic = max(sp - K, 0)\n",
+    "put_intrinsic = max(K - sp, 0)"
    ]
   },
   {
@@ -309,8 +309,8 @@
     }
    ],
    "source": [
-    "print(\"Call Intrinsic Spot: %9.5f\" % callIntrinsic)\n",
-    "print(\"Put  Intrinsic Spot: %9.5f\" % putIntrinsic)"
+    "print(\"Call Intrinsic Spot: %9.5f\" % call_intrinsic)\n",
+    "print(\"Put  Intrinsic Spot: %9.5f\" % put_intrinsic)"
    ]
   },
   {
@@ -333,8 +333,8 @@
    },
    "outputs": [],
    "source": [
-    "callIntrinsicPV = max(fp - K, 0) * df\n",
-    "putIntrinsicPV = max(K - fp, 0) * df"
+    "call_intrinsic_pv = max(fp - K, 0) * df\n",
+    "put_intrinsic_pv = max(K - fp, 0) * df"
    ]
   },
   {
@@ -359,8 +359,8 @@
     }
    ],
    "source": [
-    "print(\"Call Intrinsic Fwd: %9.5f\" % callIntrinsicPV)\n",
-    "print(\"Put  Intrinsic Fwd: %9.5f\" % putIntrinsicPV)"
+    "print(\"Call Intrinsic Fwd: %9.5f\" % call_intrinsic_pv)\n",
+    "print(\"Put  Intrinsic Fwd: %9.5f\" % put_intrinsic_pv)"
    ]
   },
   {

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDYIELDCURVES_FittingExample.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDYIELDCURVES_FittingExample.ipynb
@@ -89,7 +89,7 @@
    },
    "outputs": [],
    "source": [
-    "bondDataFrame = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
+    "bond_dataframe = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
    ]
   },
   {
@@ -112,7 +112,7 @@
    },
    "outputs": [],
    "source": [
-    "bondDataFrame['mid'] = 0.5*(bondDataFrame['bid'] + bondDataFrame['ask'])"
+    "bond_dataframe['mid'] = 0.5*(bond_dataframe['bid'] + bond_dataframe['ask'])"
    ]
   },
   {
@@ -194,7 +194,7 @@
    },
    "outputs": [],
    "source": [
-    "for index, bond in bondDataFrame.iterrows():\n",
+    "for index, bond in bond_dataframe.iterrows():\n",
     "\n",
     "    date_string = bond['maturity']\n",
     "    mat_date_time = dt.datetime.strptime(date_string, '%d-%b-%y')\n",

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDYIELDCURVE_FittingToBondMarketPrices.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDYIELDCURVE_FittingToBondMarketPrices.ipynb
@@ -82,7 +82,7 @@
    },
    "outputs": [],
    "source": [
-    "bondDataFrame = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
+    "bond_dataframe = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
    ]
   },
   {
@@ -99,7 +99,7 @@
    "outputs": [],
    "source": [
     "# CALCULATE MID MARKET PRICES\n",
-    "bondDataFrame['mid'] = 0.5*(bondDataFrame['bid'] + bondDataFrame['ask'])"
+    "bond_dataframe['mid'] = 0.5*(bond_dataframe['bid'] + bond_dataframe['ask'])"
    ]
   },
   {
@@ -139,7 +139,7 @@
     "\n",
     "# LOAD BONDS AND CREATE A VECTOR OF FINBOND AND THEIR CORRESPONDING YIELDS\n",
     "\n",
-    "for index, bondData in bondDataFrame.iterrows():\n",
+    "for index, bondData in bond_dataframe.iterrows():\n",
     "\n",
     "    date_string = bondData['maturity']\n",
     "    mat_dt_time = dt.datetime.strptime(date_string, '%d-%b-%y')\n",

diff --git a/book/ALL FINANCEPY/products/bonds/FINBONDZEROCURVE_BootstrapOutstandingBonds.ipynb b/book/ALL FINANCEPY/products/bonds/FINBONDZEROCURVE_BootstrapOutstandingBonds.ipynb
@@ -89,7 +89,7 @@
    },
    "outputs": [],
    "source": [
-    "bondDataFrame = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
+    "bond_dataframe = pd.read_csv('./data/giltbondprices.txt', sep='\\t')"
    ]
   },
   {
@@ -112,7 +112,7 @@
    },
    "outputs": [],
    "source": [
-    "bondDataFrame['mid'] = 0.5*(bondDataFrame['bid'] + bondDataFrame['ask'])"
+    "bond_dataframe['mid'] = 0.5*(bond_dataframe['bid'] + bond_dataframe['ask'])"
    ]
   },
   {
@@ -222,7 +222,7 @@
    },
    "outputs": [],
    "source": [
-    "for index, bondRow in bondDataFrame.iterrows():\n",
+    "for index, bondRow in bond_dataframe.iterrows():\n",
     "\n",
     "    date_string = bondRow['maturity']\n",
     "    mat_dt_time = dt.datetime.strptime(date_string, '%d-%b-%y')\n",

diff --git a/book/ALL FINANCEPY/products/credit/FINCDSBASKET_ValuationModelComparison_REPAIR.ipynb b/book/ALL FINANCEPY/products/credit/FINCDSBASKET_ValuationModelComparison_REPAIR.ipynb
@@ -65,16 +65,16 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "dcType = DayCountTypes.THIRTY_E_360_ISDA\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
+    "dc_type = DayCountTypes.THIRTY_E_360_ISDA\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
     "swap_type = SwapTypes.PAY\n",
-    "depo = IborDeposit(settle_dt, \"1D\", 0.0502, dcType)\n",
+    "depo = IborDeposit(settle_dt, \"1D\", 0.0502, dc_type)\n",
     "depos = [depo]\n",
-    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0502,fixedFreq,dcType)\n",
-    "swap2 = IborSwap(settle_dt,\"2Y\",swap_type,0.0502,fixedFreq,dcType)\n",
-    "swap3 = IborSwap(settle_dt,\"3Y\",swap_type,0.0501,fixedFreq,dcType)\n",
-    "swap4 = IborSwap(settle_dt,\"4Y\",swap_type,0.0502,fixedFreq,dcType)\n",
-    "swap5 = IborSwap(settle_dt,\"5Y\",swap_type,0.0501,fixedFreq,dcType)\n",
+    "swap1 = IborSwap(settle_dt,\"1Y\",swap_type,0.0502,fixed_freq,dc_type)\n",
+    "swap2 = IborSwap(settle_dt,\"2Y\",swap_type,0.0502,fixed_freq,dc_type)\n",
+    "swap3 = IborSwap(settle_dt,\"3Y\",swap_type,0.0501,fixed_freq,dc_type)\n",
+    "swap4 = IborSwap(settle_dt,\"4Y\",swap_type,0.0502,fixed_freq,dc_type)\n",
+    "swap5 = IborSwap(settle_dt,\"5Y\",swap_type,0.0501,fixed_freq,dc_type)\n",
     "swaps = [swap1,swap2,swap3,swap4,swap5]\n",
     "\n",
     "libor_curve = IborSingleCurve(value_dt, depos, [], swaps)"

diff --git a/book/ALL FINANCEPY/products/credit/FINCDSCURVE_BuildingASurvivalCurve.ipynb b/book/ALL FINANCEPY/products/credit/FINCDSCURVE_BuildingASurvivalCurve.ipynb
@@ -99,27 +99,27 @@
    },
    "outputs": [],
    "source": [
-    "dcType = DayCountTypes.ACT_360\n",
-    "depo1 = IborDeposit(settle_dt, \"1M\", 0.022009, dcType)\n",
-    "depo2 = IborDeposit(settle_dt, \"2M\", 0.022138, dcType)\n",
-    "depo3 = IborDeposit(settle_dt, \"3M\", 0.021810, dcType)\n",
-    "depo4 = IborDeposit(settle_dt, \"6M\", 0.020503, dcType)\n",
-    "depo5 = IborDeposit(settle_dt, \"12M\", 0.019930, dcType)\n",
+    "dc_type = DayCountTypes.ACT_360\n",
+    "depo1 = IborDeposit(settle_dt, \"1M\", 0.022009, dc_type)\n",
+    "depo2 = IborDeposit(settle_dt, \"2M\", 0.022138, dc_type)\n",
+    "depo3 = IborDeposit(settle_dt, \"3M\", 0.021810, dc_type)\n",
+    "depo4 = IborDeposit(settle_dt, \"6M\", 0.020503, dc_type)\n",
+    "depo5 = IborDeposit(settle_dt, \"12M\", 0.019930, dc_type)\n",
     "depos = [depo1,depo2,depo3,depo4,depo5]\n",
     "\n",
     "swap_type = SwapTypes.PAY\n",
-    "dcType = DayCountTypes.THIRTY_E_360_ISDA\n",
-    "fixedFreq = FrequencyTypes.SEMI_ANNUAL\n",
-    "swap1 = IborSwap(settle_dt,\"2Y\",swap_type,0.015910,fixedFreq,dcType)\n",
-    "swap2 = IborSwap(settle_dt,\"3Y\",swap_type,0.014990,fixedFreq,dcType)\n",
-    "swap3 = IborSwap(settle_dt,\"4Y\",swap_type,0.014725,fixedFreq,dcType)\n",
-    "swap4 = IborSwap(settle_dt,\"5Y\",swap_type,0.014640,fixedFreq,dcType)\n",
-    "swap5 = IborSwap(settle_dt,\"6Y\",swap_type,0.014800,fixedFreq,dcType)\n",
-    "swap6 = IborSwap(settle_dt,\"7Y\",swap_type,0.014995,fixedFreq,dcType)\n",
-    "swap7 = IborSwap(settle_dt,\"8Y\",swap_type,0.015180,fixedFreq,dcType)\n",
-    "swap8 = IborSwap(settle_dt,\"9Y\",swap_type,0.015610,fixedFreq,dcType)\n",
-    "swap9 = IborSwap(settle_dt,\"10Y\",swap_type,0.0159880,fixedFreq,dcType)\n",
-    "swap10 = IborSwap(settle_dt,\"12Y\",swap_type,0.016430,fixedFreq,dcType)\n",
+    "dc_type = DayCountTypes.THIRTY_E_360_ISDA\n",
+    "fixed_freq = FrequencyTypes.SEMI_ANNUAL\n",
+    "swap1 = IborSwap(settle_dt,\"2Y\",swap_type,0.015910,fixed_freq,dc_type)\n",
+    "swap2 = IborSwap(settle_dt,\"3Y\",swap_type,0.014990,fixed_freq,dc_type)\n",
+    "swap3 = IborSwap(settle_dt,\"4Y\",swap_type,0.014725,fixed_freq,dc_type)\n",
+    "swap4 = IborSwap(settle_dt,\"5Y\",swap_type,0.014640,fixed_freq,dc_type)\n",
+    "swap5 = IborSwap(settle_dt,\"6Y\",swap_type,0.014800,fixed_freq,dc_type)\n",
+    "swap6 = IborSwap(settle_dt,\"7Y\",swap_type,0.014995,fixed_freq,dc_type)\n",
+    "swap7 = IborSwap(settle_dt,\"8Y\",swap_type,0.015180,fixed_freq,dc_type)\n",
+    "swap8 = IborSwap(settle_dt,\"9Y\",swap_type,0.015610,fixed_freq,dc_type)\n",
+    "swap9 = IborSwap(settle_dt,\"10Y\",swap_type,0.0159880,fixed_freq,dc_type)\n",
+    "swap10 = IborSwap(settle_dt,\"12Y\",swap_type,0.016430,fixed_freq,dc_type)\n",
     "swaps = [swap1,swap2,swap3,swap4,swap5,swap6,swap7,swap8,swap9,swap10]\n",
     "\n",
     "libor_curve = IborSingleCurve(value_dt, depos, [], swaps)"