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TST: delta index for spot Smiles
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python/tests/test_fx_volatility.py

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@@ -355,7 +355,7 @@ def test_update_node(self):
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assert fxvs[0.5] == 12.0
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@pytest.mark.parametrize("nodes", [
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{0.5:10.0}, {0.35: 10.0, 0.65: 9.0}, {0.25, 10.0, 0.5, 8.0, 0.75, 11.0}
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{0.5:10.0}, {0.35: 10.0, 0.65: 9.0}, {0.25: 10.0, 0.5: 8.0, 0.75: 11.0}
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])
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def test_delta_index_range_for_spot(self, nodes):
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# spot delta type can lead to a delta index greater than 1.0

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