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-rw-r--r--python/tests/test_swap_index.py6
1 files changed, 5 insertions, 1 deletions
diff --git a/python/tests/test_swap_index.py b/python/tests/test_swap_index.py
index c197559a..06661786 100644
--- a/python/tests/test_swap_index.py
+++ b/python/tests/test_swap_index.py
@@ -1,13 +1,17 @@
import unittest
+import datetime
from quantlib.indexes.swap.usd_libor_swap import UsdLiborSwapIsdaFixAm
from quantlib.time.api import Date, Period, Years
+from quantlib.settings import Settings
from serenitas.analytics.yieldcurve import YC
class UsdLiborSwap(unittest.TestCase):
def test_creation(self):
- yc = YC()
+ settings = Settings()
+ settings.evaluation_date = Date.from_datetime(datetime.date(2020, 1, 24))
+ yc = YC(evaluation_date=datetime.date(2020, 1, 24))
yc.extrapolation = True
USISDA30 = UsdLiborSwapIsdaFixAm(
Period(30, Years), forwarding=yc, discounting=yc