def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule
)
for date in self.schedule.dates():
print date
def test_create_schedule(self):
from_date = Date(1, Jan, 2011)
to_date = Date(31, Dec, 2011)
tenor = Period(3, Weeks)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
schedule = Schedule(
from_date, to_date, tenor, calendar, convention, termination_convention, rule
)
for date in schedule.dates():
print date
self.assert_(schedule is not None)
# Constructor using the defaults for the different conventions
schedule = Schedule(from_date, to_date, tenor, calendar)
self.assert_(schedule is not None)
def test_previous_next_reference_date(self):
from_date = Date(3, Sep, 2011)
to_date = Date(15, Dec, 2011)
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
fwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(5, Sep, 2011)
print expected_date, fwd_schedule.next_date(from_date)
self.assert_(expected_date == fwd_schedule.next_date(from_date))
rule = Backward
bwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(15, Nov, 2011)
self.assert_(expected_date == bwd_schedule.previous_date(to_date))
class ScheduleMethodTestCase(unittest.TestCase):
def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule
)
for date in self.schedule.dates():
print date
def test_size(self):
self.assertEquals(15, self.schedule.size())
def test_dates(self):
expected_dates_length = self.schedule.size()
dates = list(self.schedule.dates())
self.assertEquals(expected_dates_length, len(dates))
for date in dates:
print date
def test_at(self):
expected_date = self.calendar.adjust(self.from_date, Following)
self.assertTrue(expected_date == self.schedule.at(0))
next_date = self.calendar.adjust(
self.from_date + Period(4, Weeks), Following
)
expected_date = Date(20, next_date.month, next_date.year)
print expected_date, self.schedule.at(1)
self.assertTrue(expected_date == self.schedule.at(1))
def test_previous_next_reference_date(self):
from_date = Date(3, Sep, 2011)
to_date = Date(15, Dec, 2011)
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
fwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(5, Sep, 2011)
print expected_date, fwd_schedule.next_date(from_date)
self.assert_(expected_date == fwd_schedule.next_date(from_date))
rule = Backward
bwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(15, Nov, 2011)
self.assert_(expected_date == bwd_schedule.previous_date(to_date))