def test_spot_t_plus_1(self):
assetcurrencycountry = 'CAN'
pricingcurrencycountry = "USA"
pricing_date = date(2017, 8, 1) #Ordinary within week test
valuedate = date(2017, 8, 2)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_SpotCross3(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'KOR'
pricing_date = date(2017, 8, 1) #ordinary within week
valuedate = date(2017, 8, 3)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_Spot0(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'USA'
pricing_date = date(2017, 8, 1) #Ordinary within week test
valuedate = date(2017, 8, 3)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_EuroSpecialCase(self):
assetcurrencycountry = 'EUR'
pricingcurrencycountry = 'USA'
pricing_date = date(2017, 4, 12) #ordinary within week
valuedate = date(2017, 4, 18)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_SpotCross2(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'KOR'
pricing_date = date(
2017, 6, 30
) #Friday, next Tuesday Jul 4th is US holiday, Tuesday, should be rolled to Wednesday
valuedate = date(2017, 7, 5)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_SpotCross1(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'KOR'
pricing_date = date(
2017, 11, 8
) #Wednesday, Nov 10th is US thanksgiving holiday and it is Friday, has to roll to the next working Monday
valuedate = date(2017, 11, 13)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_Spot3(self):
assetcurrencycountry = 'KOR'
pricingcurrencycountry = 'USA'
pricing_date = date(
2017, 6, 22
) #Ordinary cross weekend test, this is Thursday, expect next Monday
valuedate = date(2017, 6, 26)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_Spot2(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'USA'
pricing_date = date(
2017, 6, 30
) #Friday, next working Tuesday Jul 4th is US holiday, value date should be Jul 5th
valuedate = date(2017, 7, 5)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
def test_Spot1(self):
assetcurrencycountry = 'SGP'
pricingcurrencycountry = 'USA'
pricing_date = date(
2017, 1, 27
) #Friday, next working Monday Jan 30th is SG holiday. Value date should be Feb 1st
valuedate = date(2017, 2, 1)
self.assertEqual(
valuedate,
get_fxspot_valuedate(pricing_date, assetcurrencycountry,
pricingcurrencycountry))
