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Update test marketdata
1 parent fa5d9a5 commit 0f15c41

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Lines changed: 4 additions & 4 deletions

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OREData/test/yieldcurve.cpp

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -263,10 +263,10 @@ BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegment) {
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"Discount", "", quotes)};
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boost::shared_ptr<YieldCurveConfig> yCConfig =
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boost::make_shared<YieldCurveConfig>("EUR-CURVE", "ORE YieldCurve built from EUR-CURVE_2023-10-13", "EUR", "", segments);
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boost::make_shared<YieldCurveConfig>("EUR-CURVE", "ORE YieldCurve built from EUR-CURVE", "EUR", "", segments);
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curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
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vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE/2023-10-13 0.77",
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vector<string> data{"2023-10-12 DISCOUNT/RATE/SEK/STINA-CURVE/2023-10-13 0.77",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-13 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-14 0.95",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-12 0.88",
@@ -297,10 +297,10 @@ BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegmentWildcard) {
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boost::make_shared<DirectYieldCurveSegment>("Discount", "", quotes)};
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boost::shared_ptr<YieldCurveConfig> yCConfig = boost::make_shared<YieldCurveConfig>(
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"EUR-CURVE", "ORE YieldCurve built from EUR-CURVE_2023-10-13", "EUR", "", segments);
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"EUR-CURVE", "ORE YieldCurve built from EUR-CURVE", "EUR", "", segments);
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curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
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vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE/2023-10-13 0.77",
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vector<string> data{"2023-10-12 DISCOUNT/RATE/SEK/STINA-CURVE/2023-10-13 0.77",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-13 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-14 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",

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