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Diffstat (limited to 'python/tests/test_dates.py')
| -rw-r--r-- | python/tests/test_dates.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/tests/test_dates.py b/python/tests/test_dates.py index 054a0ee1..1437bba4 100644 --- a/python/tests/test_dates.py +++ b/python/tests/test_dates.py @@ -183,6 +183,10 @@ class TestCdsSchedule(unittest.TestCase): """ tests when IMM date falls on a week-end""" df = credit_schedule(self.trade_date, 1.0, self.yc, datetime.date(2022, 12, 20)) self.assertEqual(df.index[0], pd.Timestamp("2020-06-22")) + df = credit_schedule( + datetime.date(2020, 3, 19), 1.0, self.yc, datetime.date(2022, 12, 20) + ) + self.assertEqual(df.index[0], pd.Timestamp("2020-06-22")) if __name__ == "__main__": |