From 68f664fa3d13066972abfee1400439275cef9421 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Wed, 31 Jul 2024 08:18:01 -0400
Subject: [PATCH] Fix tests for 1.34

Commit lballabio/QuantLib@22d0770801771258 uses the fixed leg actual
frequency instead of defaulting to Annual. This slightly changed the
values of this test.
---
 test/test_swaption.py | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/test/test_swaption.py b/test/test_swaption.py
index 75398eea9..127da3939 100644
--- a/test/test_swaption.py
+++ b/test/test_swaption.py
@@ -42,10 +42,10 @@ def test_pricing_engine(self):
         swaption = self.factory()
         pe = BlackSwaptionEngine(self.yc, 0.3)
         swaption.set_pricing_engine(pe)
-        self.assertAlmostEqual(swaption.npv, 0.008429678)
+        self.assertAlmostEqual(swaption.npv,  0.008359596)
         self.assertAlmostEqual(swaption.atm_forward, 0.030234093)
-        self.assertAlmostEqual(swaption.vega, 0.07405690295)
-        self.assertAlmostEqual(swaption.annuity, 8.08710479)
+        self.assertAlmostEqual(swaption.vega, 0.0736156)
+        self.assertAlmostEqual(swaption.annuity, 8.0781391)
 
 if __name__ == '__main__':
     unittest.main()