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1 parent 39e7b6a commit fd53e32Copy full SHA for fd53e32
unit_tests/test_FinBondFutures.py
@@ -59,7 +59,7 @@ def test_bond_future_2():
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futures_price = 125.265625
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- pip = bondFutureContract.principal_invoice_price(bond, futures_price)
+ pip = bondFutureContract.principal_invoice(bond, futures_price)
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assert round(pip, 4) == 9162291.0800
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@@ -133,4 +133,4 @@ def test_future_bond_ctd():
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ctd = bondFutureContract.ctd(bonds, prices, futures_price)
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- assert round(ctd.cpn, 4) == 0.0238
+ assert round(ctd.cpn, 4) == 0.0225
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