ENH: add non-deliverable forward

attack68 · Jan 25, 2025 · da63d94 · da63d94
1 parent e60c533
commit da63d94
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/python/rateslib/periods/cashflow.py b/python/rateslib/periods/cashflow.py
@@ -284,7 +284,7 @@ def __init__(
         fixing_date: datetime,
         fx_rate: DualTypes_ = NoInput(0),
         fx_fixing: DualTypes_ = NoInput(0),
-        reversed: bool = False,
+        reversed: bool = False,  # noqa: A002
     ):
         self.notional = notional
         self.settlement = settlement

diff --git a/python/tests/test_periods.py b/python/tests/test_periods.py
@@ -2845,13 +2845,13 @@ def test_npv(self, fxf_ndf):
 
     def test_npv_reversed(self, fxf_ndf):
         ndf = NonDeliverableCashflow(
-            notional=1e6*0.18,
+            notional=1e6 * 0.18,
             reference_currency="brl",
             settlement_currency="usd",
             settlement=dt(2025, 6, 1),
             fixing_date=dt(2025, 5, 29),
-            fx_rate=1/0.18,
-            reversed=True
+            fx_rate=1 / 0.18,
+            reversed=True,
         )
         result = ndf.npv(disc_curve=fxf_ndf.curve("usd", "usd"), fx=fxf_ndf)
         expected = -1e6 * (0.20131018767289705 - 0.18) * 0.9855343095437953