diff options
Diffstat (limited to 'python/tests/test_swaption.py')
| -rw-r--r-- | python/tests/test_swaption.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/tests/test_swaption.py b/python/tests/test_swaption.py index 36e08b1a..1f5b808a 100644 --- a/python/tests/test_swaption.py +++ b/python/tests/test_swaption.py @@ -8,7 +8,7 @@ from analytics import Index, Swaption, BlackSwaption class TestPutCallParity(unittest.TestCase): index = Index.from_name("ig", 27, "5yr", - trade_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 @@ -43,7 +43,7 @@ class TestPutCallParity(unittest.TestCase): def test_hy(self): index = Index.from_name("hy", 27, "5yr", - trade_date=datetime.date(2016, 11, 8)) + value_date=datetime.date(2016, 11, 8)) index.price = 103.875 exercise_date = datetime.date(2017, 3, 15) strike = 102.5 @@ -55,12 +55,12 @@ class TestBreakeven(unittest.TestCase): exercise_date = datetime.date(2017, 3, 15) hyindex = Index.from_name("hy", 27, "5yr", - trade_date=datetime.date(2016, 11, 16)) + value_date=datetime.date(2016, 11, 16)) hyindex.price = 103.75 hystrike = 102.5 igindex = Index.from_name("ig", 27, "5yr", - trade_date=datetime.date(2016, 11, 18)) + value_date=datetime.date(2016, 11, 18)) igindex.spread = 76.5 igstrike = 80 |