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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 211d0e49..40237b79 100644 --- a/python/tests/test_swaption.py +++ b/python/tests/test_swaption.py @@ -89,7 +89,7 @@ class TestBreakeven(unittest.TestCase): self.igstrike, "receiver") receiver.sigma = .4 receiver.notional = 1e7 - self.assertAlmostEqual(receiver.breakeven, 73.715942707132982) + self.assertAlmostEqual(receiver.breakeven, 73.71594264020226) if __name__ == "__main__": unittest.main() |