1 files changed, 46 insertions, 17 deletions
diff --git a/python/tests/test_yieldcurve.py b/python/tests/test_yieldcurve.py
index 21693b77..8a684fda 100644
--- a/python/tests/test_yieldcurve.py
+++ b/python/tests/test_yieldcurve.py
@@ -1,36 +1,65 @@
 import unittest
 from quantlib.time.api import (
-    Date, Period, Quarterly, Schedule, Rule, WeekendsOnly,
-    Following, Unadjusted)
+    Date,
+    Period,
+    Quarterly,
+    Schedule,
+    Rule,
+    WeekendsOnly,
+    Following,
+    Unadjusted,
+)
 from quantlib.settings import Settings
-import sys
-sys.path.append('..')
-from yieldcurve import YC
+from serenitas.analytics.yieldcurve import YC
 
-class TestYieldCurve(unittest.TestCase):
 
-    def assertListAlmostEqual(self, list1, list2, places = 7):
+class TestYieldCurve(unittest.TestCase):
+    def assertListAlmostEqual(self, list1, list2, places=7):
         self.assertEqual(len(list1), len(list2))
         for a, b in zip(list1, list2):
             self.assertAlmostEqual(a, b, places)
 
     def test_bloomberg(self):
-        discounts = [0.99848606, 0.99548212, 0.99167201, 0.98772518,
-                     0.98629694, 0.98509013, 0.98389804, 0.98268094,
-                     0.97993369, 0.97709955, 0.97430462, 0.97145583,
-                     0.96827211, 0.9651054, 0.96194904, 0.95869946,
-                     0.95499459, 0.95125679, 0.94753361, 0.94382501]
+        discounts = [
+            0.99848606,
+            0.99548212,
+            0.99167201,
+            0.98772518,
+            0.98629694,
+            0.98509013,
+            0.98389804,
+            0.98268094,
+            0.97993369,
+            0.97709955,
+            0.97430462,
+            0.97145583,
+            0.96827211,
+            0.9651054,
+            0.96194904,
+            0.95869946,
+            0.95499459,
+            0.95125679,
+            0.94753361,
+            0.94382501,
+        ]
         settings = Settings()
         settings.evaluation_date = Date(23, 6, 2016)
         curve = YC()
         term_date = Date(20, 6, 2021)
         cds_schedule = Schedule.from_rule(
-            settings.evaluation_date, term_date, Period(Quarterly),
-            WeekendsOnly(), Following, Unadjusted, Rule.CDS2015)
+            settings.evaluation_date,
+            term_date,
+            Period(Quarterly),
+            WeekendsOnly(),
+            Following,
+            Unadjusted,
+            Rule.CDS2015,
+        )
         curve_df = [curve.discount(d) for d in cds_schedule[1:-1]]
-        #last date is term_date+1
-        curve_df.append(curve.discount(term_date+1))
+        # last date is term_date+1
+        curve_df.append(curve.discount(term_date + 1))
         self.assertListAlmostEqual(discounts, curve_df)
 
-if __name__=="__main__":
+
+if __name__ == "__main__":
     unittest.main()