def test_from_dict():
swap = IRSwap('Receive', '3m', 'USD', fixedRate=0, notionalAmount=1)
properties = swap.as_dict()
new_swap = Instrument.from_dict(properties)
assert swap == new_swap
# setting a datetime.date should work in a dictionary
swap = IRSwap('Receive',
dt.date(2030, 4, 11),
'USD',
fixedRate='atm+5',
notionalAmount=1)
properties = swap.as_dict()
new_swap = Instrument.from_dict(properties)
assert swap == new_swap
from gs_quant.common import PayReceive, Currency # import constants
from gs_quant.instrument import IRSwap # import instruments
from gs_quant.session import Environment, GsSession # import sessions
client_id = None # Supply your application id
client_secret = None # Supply your client secret
scopes = ('run_analytics', )
GsSession.use(Environment.PROD, client_id, client_secret, scopes)
my_swap = IRSwap(PayReceive.Pay, '5y', Currency.USD) # 5y USD payer
print(my_swap.as_dict()) # print my_swap properties
def test_from_dict():
swap = IRSwap('Receive', '3m', 'USD', fixedRate=0, notionalAmount=1)
properties = swap.as_dict()
new_swap = Instrument.from_dict(properties)
assert swap == new_swap
