def test_get_floating_rate_option_for_benchmark_retuns_rate_usd(): provider = TdapiRatesDefaultsProvider(SWAPTION_DEFAULTS) value = provider.get_floating_rate_option_for_benchmark( CurrencyEnum.USD, "LIBOR") assert value == "USD-LIBOR-BBA"
def test_get_swaption_parameter_floating_rate_option_returns_given_value(): provider = TdapiRatesDefaultsProvider(SWAPTION_DEFAULTS) value = provider.get_swaption_parameter(CurrencyEnum.GBP, "floatingRateTenor", "66m") assert value == "66m"
def test_get_swaption_parameter_strike_reference_option_returns_given_value(): provider = TdapiRatesDefaultsProvider(SWAPTION_DEFAULTS) value = provider.get_swaption_parameter(CurrencyEnum.GBP, "strikeReference", "ATM+666") assert value == "ATM+666"