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Diffstat (limited to 'python/tests/test_index.py')
| -rw-r--r-- | python/tests/test_index.py | 12 |
1 files changed, 0 insertions, 12 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index d9dbf868..3b15cce8 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -3,7 +3,6 @@ import datetime import numpy as np from pyisda.cdsone import upfront_charge -from pyisda.flat_hazard import pv_vec from analytics import CreditIndex, ForwardIndex from analytics.index import g @@ -40,17 +39,6 @@ class TestStrike(unittest.TestCase): self.index._update() self.assertAlmostEqual(self.index.clean_pv, strike) - def test_strike_vec(self): - self.index.value_date = datetime.date(2016, 8, 19) - r = pv_vec(np.array([70, 75])*1e-4, self.index._yc, self.index.value_date, - self.index._cash_settle_date, self.index.start_date, self.index.end_date, - self.index.recovery, self.index.fixed_rate * 1e-4) - self.index.notional = 1 - self.index.spread = 70 - self.assertAlmostEqual(self.index.clean_pv, r[0]) - self.index.spread = 75 - self.assertAlmostEqual(self.index.clean_pv, r[1]) - def test_price_setting(self): self.index.price = self.index.price self.assertAlmostEqual(self.index.spread, 75) |