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fix unit test
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PaulXiCao committed Jan 7, 2024
1 parent d892b8d commit 6909bfc
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion test-suite/amortizingbond.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -159,7 +159,10 @@ BOOST_AUTO_TEST_CASE(testBrazilianAmortizingFixedRateBond) {
1.38600825, 1.23425366, 1.39521333, 1.06968563,
1.03950542, 1.00065409, 0.90968563, 0.81871706,
0.79726493, 0.63678002, 0.57187676, 0.49829046,
0.32913418, 0.27290565, 0.19062560, 0.08662552
// data changed as source (pentagonotrustee.com.br) does not include newly introduced
// "Black Awareness Day" holiday
0.31177086,
0.27290565, 0.19062560, 0.08662552
};

Natural settlementDays = 0;
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