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Diffstat (limited to 'python/tests/test_tranche_basket.py')
| -rw-r--r-- | python/tests/test_tranche_basket.py | 15 |
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 --- /dev/null +++ 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.) |
