Skip to content

Commit

Permalink
test: update survival_period & survival_date tests
Browse files Browse the repository at this point in the history
  • Loading branch information
chilango74 committed Feb 28, 2024
1 parent a184fbb commit 736d2ea
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions tests/test_portfolio.py
Original file line number Diff line number Diff line change
Expand Up @@ -391,7 +391,7 @@ def test_dcf_wealth_index(portfolio_cashflows_inflation, portfolio_cashflows_NO_


def test_survival_period(portfolio_cashflows_inflation):
assert portfolio_cashflows_inflation.dcf.survival_period == approx(5.0, rel=1e-2)
assert portfolio_cashflows_inflation.dcf.survival_period == approx(5.1, rel=1e-2)


def test_monte_carlo_survival_period(portfolio_cashflows_inflation_large_cf):
Expand All @@ -404,7 +404,7 @@ def test_monte_carlo_survival_period(portfolio_cashflows_inflation_large_cf):


def test_survival_date(portfolio_cashflows_inflation):
assert portfolio_cashflows_inflation.dcf.survival_date == pd.to_datetime("2020-01")
assert portfolio_cashflows_inflation.dcf.survival_date == pd.to_datetime("2020-01-31")


def test_cashflow_pv(portfolio_cashflows_inflation, portfolio_cashflows_NO_inflation_NO_discount_rate):
Expand Down

0 comments on commit 736d2ea

Please sign in to comment.