3 files changed, 4 insertions, 14 deletions
diff --git a/python/tests/test_index.py b/python/tests/test_index.py
index d9dbf868..3b15cce8 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.flat_hazard import pv_vec
 
 from analytics import CreditIndex, ForwardIndex
 from analytics.index import g
@@ -40,17 +39,6 @@ class TestStrike(unittest.TestCase):
         self.index._update()
         self.assertAlmostEqual(self.index.clean_pv, strike)
 
-    def test_strike_vec(self):
-        self.index.value_date = datetime.date(2016, 8, 19)
-        r = pv_vec(np.array([70, 75])*1e-4, self.index._yc, self.index.value_date,
-                   self.index._cash_settle_date, self.index.start_date, self.index.end_date,
-                   self.index.recovery, self.index.fixed_rate * 1e-4)
-        self.index.notional = 1
-        self.index.spread = 70
-        self.assertAlmostEqual(self.index.clean_pv, r[0])
-        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)
diff --git a/python/tests/test_scenarios.py b/python/tests/test_scenarios.py
index 6536c97e..1f1f6bf3 100644
--- a/python/tests/test_scenarios.py
+++ b/python/tests/test_scenarios.py
@@ -2,7 +2,8 @@ import unittest
 import numpy as np
 import pandas as pd
 
-from analytics import CreditIndex, BlackSwaption, Portfolio, BlackSwaptionVolSurface
+from analytics import (CreditIndex, BlackSwaption, Portfolio,
+                       BlackSwaptionVolSurface)
 from pandas.tseries.offsets import BDay
 from analytics.scenarios import (run_portfolio_scenarios,
                                  run_swaption_scenarios, run_index_scenarios)
@@ -37,5 +38,6 @@ class TestSenarios(unittest.TestCase):
         df_orig = df_orig.set_index('vol_shock', append=True)
         self.assertFalse(np.any((df.sum(axis=1).values-df_orig['pnl'].values)))
 
+
 if __name__ == "__main__":
     unittest.main()
diff --git a/python/tests/test_swaption.py b/python/tests/test_swaption.py
index 211d0e49..40237b79 100644
--- a/python/tests/test_swaption.py
+++ b/python/tests/test_swaption.py
@@ -89,7 +89,7 @@ class TestBreakeven(unittest.TestCase):
                             self.igstrike, "receiver")
         receiver.sigma = .4
         receiver.notional = 1e7
-        self.assertAlmostEqual(receiver.breakeven, 73.715942707132982)
+        self.assertAlmostEqual(receiver.breakeven, 73.71594264020226)
 
 if __name__ == "__main__":
     unittest.main()