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Diffstat (limited to 'python/tests/test_swaption.py')
| -rw-r--r-- | python/tests/test_swaption.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/tests/test_swaption.py b/python/tests/test_swaption.py index 4faea8fe..211d0e49 100644 --- a/python/tests/test_swaption.py +++ b/python/tests/test_swaption.py @@ -9,7 +9,7 @@ from analytics import CreditIndex, Swaption, BlackSwaption class TestPutCallParity(unittest.TestCase): index = CreditIndex("ig", 27, "5yr", - value_date= datetime.date(2016, 10, 25)) + value_date=datetime.date(2016, 10, 25)) index.spread = 74 exercise_date = datetime.date(2017, 3, 15) strike = 82.5 |