1 files changed, 22 insertions, 0 deletions
diff --git a/python/tests/test_swaption.py b/python/tests/test_swaption.py
index 84cbc6ba..b51e048b 100644
--- a/python/tests/test_swaption.py
+++ b/python/tests/test_swaption.py
@@ -103,5 +103,27 @@ class TestMoveForward(unittest.TestCase):
         self.assertAlmostEqual(trade.pv, trade2.pv)
 
 
+class TestDifferentVersion(unittest.TestCase):
+    trade = BlackSwaption.from_tradeid(342)
+
+    def test_build_from_scratch(self):
+        self.trade.value_date = datetime.date(2022, 10, 12)
+        index = CreditIndex(
+            redcode="2I65BRZG8",
+            maturity=datetime.date(2027, 6, 20),
+            notional=25_000_000,
+            value_date=datetime.date(2022, 10, 12),
+        )
+        new_trade = BlackSwaption(
+            index, datetime.date(2022, 11, 16), 94.0, "payer", "Short"
+        )
+        new_trade.notional = 25_000_000
+        self.assertAlmostEqual(self.trade._G, new_trade._G)
+        self.assertAlmostEqual(self.trade._strike, new_trade._strike)
+        self.trade.mark()
+        new_trade.mark()
+        self.assertAlmostEqual(self.trade.pv, new_trade.pv)
+
+
 if __name__ == "__main__":
     unittest.main()