Skip to content

Commit 3a45905

Browse files
committed
add fixed rates
1 parent 38809a6 commit 3a45905

1 file changed

Lines changed: 1 addition & 0 deletions

File tree

QuantExt/test/cpileg.cpp

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -56,6 +56,7 @@ BOOST_AUTO_TEST_CASE(testCpiLegPaymentLag) {
5656
auto ukrpi = ext::make_shared<UKRPI>();
5757
Leg cpiLeg = QuantExt::CPILeg(fixedSchedule, ukrpi, yTS, 100, Period(3, Months))
5858
.withNotionals(1e6)
59+
.withFixedRates(0.01)
5960
.withPaymentCalendar(calendar)
6061
.withPaymentLag(2);
6162

0 commit comments

Comments
 (0)