1 files changed, 0 insertions, 42 deletions
diff --git a/python/test_cds.py b/python/test_cds.py
deleted file mode 100644
index 2d4ef978..00000000
--- a/python/test_cds.py
+++ /dev/null
@@ -1,42 +0,0 @@
-""" Unittests for the CDS related classes. """
-from quantlib.settings import Settings
-from quantlib.quotes import SimpleQuote
-from quantlib.termstructures.yields.api import FlatForward
-from quantlib.termstructures.credit.api import SpreadCdsHelper, UpfrontCdsHelper, PiecewiseDefaultCurve
-from quantlib.time.api import (UnitedStates, Date, Actual365Fixed, Following, Quarterly,
-                               TwentiethIMM, March, Period)
-from yieldcurve import YC
-import pdb
-
-def create_helper():
-
-    calendar = UnitedStates()
-
-    todays_date = Date(31, March, 2014)
-
-    Settings.instance().evaluation_date = todays_date
-    recovery_rate = 0.4
-    upfronts = [0.01, 0.02, 0.04, 0.06]
-
-
-    tenors = [Period(str(i) +"Yr") for i in [2, 3, 5, 7]]
-    tenors = Period("2Yr")
-
-    ts_curve = YC()
-
-    helpers = UpfrontCdsHelper(0.05, 0.05, tenors, 0, calendar, Quarterly,
-                              Following, TwentiethIMM, Actual365Fixed(),
-                              recovery_rate, ts_curve)
-    pdb.set_trace()
-    #trait = ['HazardRate', 'DefaultDensity', 'SurvivalProbability']:
-    #interpolator = ['Linear', 'LogLinear', 'BackwardFlat']:
-    curve = PiecewiseDefaultCurve('HazardRate','BackwardFlat',
-                                  reference_date=todays_date,
-                                  helpers=[helpers], daycounter=Actual365Fixed())
-    print(curve.survival_probability(Date(10, 3, 2015)))
-    return curve
-
-if __name__=="__main__":
-    curve = create_helper()
-    prob = curve.survival_probability(Date(10, 3, 2017))
-    pdb.set_trace()