diff options
Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_cds.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/tests/test_cds.py b/python/tests/test_cds.py index bffe0c60..fb1c9b5b 100644 --- a/python/tests/test_cds.py +++ b/python/tests/test_cds.py @@ -19,7 +19,7 @@ class TestUpfront(unittest.TestCase): self.assertAlmostEqual(-self.index.pv, 685292.81, 2) def test_cdsone(self): - jp_yc = get_curve(self.index.value_date) + jp_yc = get_curve(self.index.value_date, "USD") fee_dirty = self.index.notional * ( upfront_charge( self.index.value_date, |