def METHOD_NAME(self):
    self.system.config.forecast_correlation_estimate["frequency"] = "D"
    self.system.config.forecast_correlation_estimate["floor_at_zero"] = False
    instrument_code = "US10"
    ans = self.system.combForecast.get_forecast_correlation_matrices(
        instrument_code
    )
    self.assertAlmostEqual(ans.corr_list[-1][0][1], 0.012915602974, places=5)