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path: root/python/tests/test_tranche_basket.py
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import unittest
import datetime
from analytics import DualCorrTranche
import pickle


class TestPickle(unittest.TestCase):
    bozeman = DualCorrTranche.from_tradeid(1037)

    def test_pickle(self):
        a = pickle.loads(pickle.dumps(self.bozeman))
        self.assertTrue(hash(a) == hash(self.bozeman))

    def test_pv(self):
        self.assertAlmostEqual(self.bozeman.upfront, 0.)