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-rw-r--r--python/tests/test_tranche_basket.py15
1 files changed, 15 insertions, 0 deletions
diff --git a/python/tests/test_tranche_basket.py b/python/tests/test_tranche_basket.py
new file mode 100644
index 00000000..e423db6c
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+++ b/python/tests/test_tranche_basket.py
@@ -0,0 +1,15 @@
+import unittest
+import datetime
+from analytics import DualCorrTranche
+import pickle
+
+
+class TestPickle(unittest.TestCase):
+ bozeman = DualCorrTranche.from_tradeid(1037)
+
+ def test_pickle(self):
+ a = pickle.loads(pickle.dumps(self.bozeman))
+ self.assertTrue(hash(a) == hash(self.bozeman))
+
+ def test_pv(self):
+ self.assertAlmostEqual(self.bozeman.pv, 0.)