diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/tests/test_cds.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/tests/test_cds.py b/python/tests/test_cds.py index 350f722a..921dee62 100644 --- a/python/tests/test_cds.py +++ b/python/tests/test_cds.py @@ -23,9 +23,7 @@ class TestUpfront(unittest.TestCase): self.assertAlmostEqual(-self.index.pv, 685292.81, 2) def test_cdsone(self): - Settings().evaluation_date = Date.from_datetime(self.index.value_date) - yc = YC() - jp_yc = ql_to_jp(yc) + jp_yc = get_curve(self.index.value_date) fee_dirty = self.index.notional * ( upfront_charge(self.index.value_date, self.index._cash_settle_date, self.index.start_date, |