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1 parent 38809a6 commit 3a45905Copy full SHA for 3a45905
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QuantExt/test/cpileg.cpp
@@ -56,6 +56,7 @@ BOOST_AUTO_TEST_CASE(testCpiLegPaymentLag) {
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auto ukrpi = ext::make_shared<UKRPI>();
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Leg cpiLeg = QuantExt::CPILeg(fixedSchedule, ukrpi, yTS, 100, Period(3, Months))
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.withNotionals(1e6)
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+ .withFixedRates(0.01)
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.withPaymentCalendar(calendar)
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.withPaymentLag(2);
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