Mismatch between github and PC

domokane · domokane · commit 81d699d1277f · 2025-09-04T21:23:56.000+02:00
diff --git a/unit_tests/test_FinCDSTranche.py b/unit_tests/test_FinCDSTranche.py
@@ -89,7 +89,7 @@ def test_homogeneous():
     v = tranche7.value_bc(
         value_dt, issuer_curves, upfront, spd, corr1, corr2, num_points, method
     )
-    assert round(v[3] * 10000, 4) == 39.9615
+    assert round(v[3] * 10000, 2) == 39.96
 
 
 ########################################################################################

Original file line number	Diff line number	Diff line change
`@@ -89,7 +89,7 @@ def test_homogeneous():`
`89`	`89`	`v = tranche7.value_bc(`
`90`	`90`	`value_dt, issuer_curves, upfront, spd, corr1, corr2, num_points, method`
`91`	`91`	`)`
`92`		`- assert round(v[3] * 10000, 4) == 39.9615`
	`92`	`+ assert round(v[3] * 10000, 2) == 39.96`
`93`	`93`
`94`	`94`
`95`	`95`	`########################################################################################`