diff options
Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_index.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py index bc3f9966..67480719 100644 --- a/python/tests/test_index.py +++ b/python/tests/test_index.py @@ -3,7 +3,6 @@ import datetime import numpy as np from pyisda.cdsone import upfront_charge -from pyisda.utils import build_yc from pyisda.flat_hazard import strike_vec from analytics import Index, ForwardIndex @@ -27,7 +26,7 @@ class TestStrike(unittest.TestCase): old_yc = self.index._yc self.index.trade_date = self.exercise_date self.index._yc = old_yc.expected_forward_curve(self.exercise_date) - self.index.spread = 75 + self.index._update() self.assertAlmostEqual(self.index.clean_pv, strike) def test_strike_vec(self): |