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Diffstat (limited to 'python/tests/test_yieldcurve.py')
| -rw-r--r-- | python/tests/test_yieldcurve.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/tests/test_yieldcurve.py b/python/tests/test_yieldcurve.py index 7f633af5..21693b77 100644 --- a/python/tests/test_yieldcurve.py +++ b/python/tests/test_yieldcurve.py @@ -1,6 +1,6 @@ import unittest from quantlib.time.api import ( - Date, Period, Quarterly, Schedule, CDS, WeekendsOnly, + Date, Period, Quarterly, Schedule, Rule, WeekendsOnly, Following, Unadjusted) from quantlib.settings import Settings import sys @@ -26,7 +26,7 @@ class TestYieldCurve(unittest.TestCase): term_date = Date(20, 6, 2021) cds_schedule = Schedule.from_rule( settings.evaluation_date, term_date, Period(Quarterly), - WeekendsOnly(), Following, Unadjusted, CDS) + 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)) |