diff options
Diffstat (limited to 'python/exploration/test_cms.py')
| -rw-r--r-- | python/exploration/test_cms.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/exploration/test_cms.py b/python/exploration/test_cms.py index 10a04084..4705e01e 100644 --- a/python/exploration/test_cms.py +++ b/python/exploration/test_cms.py @@ -18,7 +18,7 @@ for d in pd.bdate_range("2018-01-19", today, closed="left", normalize=True): continue capped_floored_cms_spread_coupon_ln = \ quantlib_model(d, swap_index_30y2y, yc, cap, corr, maturity) - rate1 = cms_spread_coupon_ln.rate + rate1 = capped_floored_cms_spread_coupon_ln.rate cms_spread_coupon_n = quantlib_model(d, swap_index_30y2y, yc, cap, corr, maturity, VolatilityType.Normal) rate2 = cms_spread_coupon_n.rate |