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Diffstat (limited to 'python/tests/test_scenarios.py')
| -rw-r--r-- | python/tests/test_scenarios.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/tests/test_scenarios.py b/python/tests/test_scenarios.py index 0bcce027..7be1bd41 100644 --- a/python/tests/test_scenarios.py +++ b/python/tests/test_scenarios.py @@ -2,7 +2,7 @@ import unittest import numpy as np import pandas as pd -from serenitas.analytics import ( +from serenitas.analytics.api import ( CreditIndex, BlackSwaption, Portfolio, @@ -28,7 +28,7 @@ class TestSenarios(unittest.TestCase): ) def test_portfolio(self): - """ check that run_portfolio_scenarios match the sum of the individual pieces""" + """check that run_portfolio_scenarios match the sum of the individual pieces""" vol_shock = np.arange(-0.15, 0.3, 0.01) spread_shock = np.arange(-0.2, 0.3, 0.01) vs = BlackSwaptionVolSurface("IG", 28, value_date=self.option_delta.value_date) |