TST: fix test fixings_table_issue

attack68 · Jan 15, 2024 · 3f1b7ff · 3f1b7ff
1 parent a61c628
commit 3f1b7ff
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Showing 2 changed files with 2 additions and 3 deletions.
diff --git a/rateslib/legs.py b/rateslib/legs.py
@@ -669,7 +669,7 @@ def _set_fixings(
             fixings_ = []
         elif isinstance(fixings, Series):
             fixings_ = fixings.sort_index()
-            fixings_ = self._get_fixings_from_series(fixings)
+            fixings_ = self._get_fixings_from_series(fixings_)
         elif isinstance(fixings, tuple):
             fixings_ = [fixings[0]] + self._get_fixings_from_series(fixings[1], 1)
         elif not isinstance(fixings, list):

diff --git a/tests/test_legs.py b/tests/test_legs.py
@@ -238,7 +238,7 @@ def test_rfr_with_fixings_fixings_table_issue(self):
             id="estr",
         )
         from rateslib import Solver
-        solver = Solver(
+        Solver(
             curves=[curve],
             instruments=instruments,
             s=[
@@ -293,7 +293,6 @@ def test_rfr_with_fixings_fixings_table_issue(self):
             fixed_rate=3.922,
         )
         result = swap.leg2.fixings_table(curve)
-        expected = 1.0
         assert result.loc[dt(2024, 1, 10), "notional"] == 0.0
         assert abs(result.loc[dt(2024, 1, 11), "notional"] - 3006829846) < 1.0
         assert abs(result.loc[dt(2023, 12, 20), "rates"] - 3.901) < 0.001