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QPR-12302 update test interface
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OREAnalytics-SWIG/Python/test/test_ratehelpers.py

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -82,13 +82,15 @@ def setUp(self):
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self.forecast_curve2.linkTo(FlatForward(self.todays_date, 0.04, Actual360(),Compounded, Semiannual))
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self.shortIbor = Euribor6M(self.forecast_curve2)
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self.shortPayTenor=Period(6,Months)
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self.longPayTenor=Period(6,Months)
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self.fixedDayCounter=Actual360()
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self.flat_forward=FlatForward(self.todays_date, 0.03, self.fixedDayCounter)
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self.discountingCurve=RelinkableYieldTermStructureHandle(self.flat_forward)
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self.spreadOnShort = True
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self.includeSpread = False
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self.telescopicValueDates = False
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self.type = SubPeriodsCoupon1.Compounding
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self.tenorbasisswaphelper=TenorBasisSwapHelper(self.spread,self.swapTenor,self.longIbor,self.shortIbor,self.shortPayTenor,self.discountingCurve,self.spreadOnShort,self.includeSpread,self.type)
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self.tenorbasisswaphelper=self.tenorbasisswaphelper=TenorBasisSwapHelper(self.spread,self.swapTenor,self.longIbor,self.shortIbor,self.discountingCurve,self.spreadOnShort,self.includeSpread,self.longPayTenor,self.shortPayTenor,self.telescopicValueDates,self.type)
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def testSimpleInspectors(self):

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