diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/tests/test_tranche_basket.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/tests/test_tranche_basket.py b/python/tests/test_tranche_basket.py index 6383f6fd..a7506955 100644 --- a/python/tests/test_tranche_basket.py +++ b/python/tests/test_tranche_basket.py @@ -18,9 +18,7 @@ class TestPickle(unittest.TestCase): class TestTopDown(unittest.TestCase): eu30 = TrancheBasket("EU", 30, "5yr", value_date=datetime.date(2019, 8, 15)) - market_quotes = ( - eu30.tranche_quotes.running * eu30.accrued() + eu30.tranche_quotes.quotes - ) + market_quotes = eu30._accrued + eu30.tranche_quotes.quotes def test_bottomup(self): self.eu30.build_skew() |