TST

attack68 · Jan 26, 2025 · 5e1d488 · 5e1d488
1 parent d342d18
commit 5e1d488
Showing 1 changed file with 14 additions and 14 deletions.
diff --git a/python/tests/test_instruments.py b/python/tests/test_instruments.py
@@ -733,7 +733,7 @@ def test_null_priced_delta(self, inst) -> None:
             )
         ],
     )
-    def test_null_priced_gamma2(self, inst) -> None:
+    def test_null_priced_delta2(self, inst) -> None:
         c1 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.99}, id="usdusd")
         c2 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.98}, id="eureur")
         c3 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.982}, id="eurusd")
@@ -756,8 +756,16 @@ def test_null_priced_gamma2(self, inst) -> None:
             instrument_labels=["eur 1y", "usd 1y", "eur 1y xcs adj.", "1y cpi"],
             fx=fxf,
         )
-        result = inst.gamma(solver=solver)
-        assert isinstance(result, DataFrame)
+        result = inst.delta(solver=solver)
+        assert abs(result.iloc[1, 0] - 25.0) < 1.0
+        result2 = inst.npv(solver=solver)
+        assert abs(result2) < 1e-3
+
+        # test that instruments have not been set by the previous pricing action
+        solver.s = [1.3, 1.4, 1.36, 0.55]
+        solver.iterate()
+        result3 = inst.npv(solver=solver)
+        assert abs(result3) < 1e-3
 
     @pytest.mark.parametrize(
         "inst",
@@ -770,7 +778,7 @@ def test_null_priced_gamma2(self, inst) -> None:
             )
         ],
     )
-    def test_null_priced_delta2(self, inst) -> None:
+    def test_null_priced_gamma2(self, inst) -> None:
         c1 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.99}, id="usdusd")
         c2 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.98}, id="eureur")
         c3 = Curve({dt(2022, 1, 1): 1.0, dt(2023, 1, 1): 0.982}, id="eurusd")
@@ -793,16 +801,8 @@ def test_null_priced_delta2(self, inst) -> None:
             instrument_labels=["eur 1y", "usd 1y", "eur 1y xcs adj.", "1y cpi"],
             fx=fxf,
         )
-        result = inst.delta(solver=solver)
-        assert abs(result.iloc[1, 0] - 25.0) < 1.0
-        result2 = inst.npv(solver=solver)
-        assert abs(result2) < 1e-3
-
-        # test that instruments have not been set by the previous pricing action
-        solver.s = [1.3, 1.4, 1.36, 0.55]
-        solver.iterate()
-        result3 = inst.npv(solver=solver)
-        assert abs(result3) < 1e-3
+        result = inst.gamma(solver=solver)
+        assert isinstance(result, DataFrame)
 
     @pytest.mark.parametrize(
         ("inst", "param"),