diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/tests/test_swap_index.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/tests/test_swap_index.py b/python/tests/test_swap_index.py index c197559a..06661786 100644 --- a/python/tests/test_swap_index.py +++ b/python/tests/test_swap_index.py @@ -1,13 +1,17 @@ import unittest +import datetime from quantlib.indexes.swap.usd_libor_swap import UsdLiborSwapIsdaFixAm from quantlib.time.api import Date, Period, Years +from quantlib.settings import Settings from serenitas.analytics.yieldcurve import YC class UsdLiborSwap(unittest.TestCase): def test_creation(self): - yc = YC() + settings = Settings() + settings.evaluation_date = Date.from_datetime(datetime.date(2020, 1, 24)) + yc = YC(evaluation_date=datetime.date(2020, 1, 24)) yc.extrapolation = True USISDA30 = UsdLiborSwapIsdaFixAm( Period(30, Years), forwarding=yc, discounting=yc |