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Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_yieldcurve.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/tests/test_yieldcurve.py b/python/tests/test_yieldcurve.py index 0a84ead8..7f633af5 100644 --- a/python/tests/test_yieldcurve.py +++ b/python/tests/test_yieldcurve.py @@ -24,7 +24,7 @@ class TestYieldCurve(unittest.TestCase): settings.evaluation_date = Date(23, 6, 2016) curve = YC() term_date = Date(20, 6, 2021) - cds_schedule = Schedule.from_effective_termination( + cds_schedule = Schedule.from_rule( settings.evaluation_date, term_date, Period(Quarterly), WeekendsOnly(), Following, Unadjusted, CDS) curve_df = [curve.discount(d) for d in cds_schedule[1:-1]] |