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TST: add tests to ensure unpriced Instruments have correct delta #6

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attack68 opened this issue May 22, 2023 · 1 comment
Open

TST: add tests to ensure unpriced Instruments have correct delta #6

attack68 opened this issue May 22, 2023 · 1 comment
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@attack68
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Some instruments, such as FRAs do not seem to produce delta risk when they are not specified with a fixed_rate. IRSs on the other hand demonstrate the correct behaviour.
@attack68 attack68 added the bug Something isn't working label May 22, 2023
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see class TestNullPricing: test_null_priced_delta

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