def test_piecewise_methods(self):
for trait in ['HazardRate', 'DefaultDensity', 'SurvivalProbability']:
for interpolator in ['Linear', 'LogLinear', 'BackwardFlat']:
curve = PiecewiseDefaultCurve(
trait,
interpolator,
reference_date=self.todays_date,
helpers=[self.helper],
daycounter=Actual365Fixed()
)
if interpolator == "LogLinear" and trait in ["HazardRate",
"DefaultDensity"]:
with self.assertRaisesRegexp(RuntimeError,
'LogInterpolation primitive not implemented'):
curve.survival_probability(self.d)
else:
self.assertEqual(curve.survival_probability(self.d),
curve.survival_probability(curve.time_from_reference(self.d)))
self.assertEqual(curve.hazard_rate(self.d),
curve.hazard_rate(curve.time_from_reference(self.d)))
