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BUG: `Curve.shift` may unnecessarily drop `Dual` configurations and return only `ad=0` `Curve` #153

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attack68 opened this issue Apr 28, 2024 · 0 comments

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attack68 commented Apr 28, 2024

curve = Curve(
    nodes={dt(2023, 3, 7): 1.0, dt(2033, 9, 7): 0.68},
    calendar="ldn",
    convention="act365f",
)
sensitivity_curve = curve.shift(Dual(0.0, ["z"], []))

Sensitivity curve has no sensitivity.

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attack68 added the curves label

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