diff options
Diffstat (limited to 'python/tests/test_upfront_cds.py')
| -rw-r--r-- | python/tests/test_upfront_cds.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/tests/test_upfront_cds.py b/python/tests/test_upfront_cds.py index 07a5bceb..b9fd4beb 100644 --- a/python/tests/test_upfront_cds.py +++ b/python/tests/test_upfront_cds.py @@ -46,8 +46,9 @@ def jpmorgan_curves(trade_date, value_date, start_date, end_date, spread, recove yc = build_yc(trade_date, True) step_in_date = trade_date + datetime.timedelta(days=1) spread = array.array('d', [spread]) + recovery = array.array('d', [recovery]) sc = SpreadCurve(trade_date, yc, start_date, step_in_date, - value_date, [term_date], spread, recovery, True) + value_date, [end_date], spread, recovery, True) return yc, sc if __name__=="__main__": |