diff options
Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_index.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index 67480719..a3abaaf8 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -41,6 +41,10 @@ class TestStrike(unittest.TestCase): self.index.spread = 75 self.assertAlmostEqual(self.index.clean_pv, r[1]) + def test_price_setting(self): + self.index.price = self.index.price + self.assertAlmostEqual(self.index.spread, 75) + class TestForwardIndex(unittest.TestCase): index = Index.from_name("ig", 26, "5yr", trade_date = datetime.date(2016, 7, 1)) @@ -56,7 +60,7 @@ class TestForwardIndex(unittest.TestCase): (self.fi.index.fixed_rate - self.forward_spread) * 1e-4) def test_forward_pv(self): - """default adjusted forward price for trade_date equals clean pv """ + """default adjusted forward price for trade_date equals clean pv""" fi = ForwardIndex(self.index, self.index.trade_date) self.assertAlmostEqual(fi.forward_pv, self.index.clean_pv / self.index.notional) |