1 files changed, 13 insertions, 1 deletions
diff --git a/python/tests/test_yieldcurve.py b/python/tests/test_yieldcurve.py
index 1331beee..b83616f9 100644
--- a/python/tests/test_yieldcurve.py
+++ b/python/tests/test_yieldcurve.py
@@ -10,7 +10,12 @@ from quantlib.time.api import (
     Unadjusted,
 )
 from quantlib.settings import Settings
-from serenitas.analytics.yieldcurve import YC, USDMarkitYieldCurve, ql_to_jp
+from serenitas.analytics.yieldcurve import (
+    YC,
+    USDMarkitYieldCurve,
+    USDIsdaYieldCurve,
+    ql_to_jp,
+)
 import datetime
 
 
@@ -68,6 +73,13 @@ class TestYieldCurve(unittest.TestCase):
         for d, df in zip(old_curve.dates, old_curve.data):
             self.assertEqual(df, new_curve._yc.discount(d))
 
+    def test_ois_yieldcurve(self):
+        evaluation_date = datetime.date(2023, 6, 20)
+        old_curve = YC(evaluation_date=evaluation_date, curve_type="OIS")
+        new_curve = USDIsdaYieldCurve(evaluation_date)
+        for d, df in zip(old_curve.dates, old_curve.data):
+            self.assertEqual(df, new_curve._yc.discount(d))
+
     def test_sofr_curve(self):
         yc = YC(evaluation_date=datetime.date(2022, 5, 9), curve_type="OIS")
         jp_yc = ql_to_jp(yc)