def actual_nb_days_AFB_alter(start, end): # http://svn.finmath.net/finmath%20lib/trunk/src/main/java/net/finmath/time/daycount/DayCountConvention_ACT_ACT_YEARFRAC.java
y1, m1, d1 = start
y2, m2, d2 = end
delta = date(*end) - date(*start)
if delta <= 365:
if is_leap_year(y1) and is_leap_year(y2):
denom = 366
elif is_leap_year(y1) and date(y1, m1, d1) <= date(y1, 2, 29):
denom = 366
elif is_leap_year(y2) and date(y2, m2, d2) >= date(y2, 2, 29):
denom = 366
else:
denom = 365
else:
year_range = range(y1, y2 + 1)
nb = 0
for y in year_range:
nb += 366 if is_leap_year(y) else 365
denom = nb / len(year_range)
return delta / denom
def actual_nb_days_AFB_alter(
start, end
): # http://svn.finmath.net/finmath%20lib/trunk/src/main/java/net/finmath/time/daycount/DayCountConvention_ACT_ACT_YEARFRAC.java
y1, m1, d1 = start
y2, m2, d2 = end
delta = date(*end) - date(*start)
if delta <= 365:
if is_leap_year(y1) and is_leap_year(y2):
denom = 366
elif is_leap_year(y1) and date(y1, m1, d1) <= date(y1, 2, 29):
denom = 366
elif is_leap_year(y2) and date(y2, m2, d2) >= date(y2, 2, 29):
denom = 366
else:
denom = 365
else:
year_range = list(range(y1, y2 + 1))
nb = 0
for y in year_range:
nb += 366 if is_leap_year(y) else 365
denom = nb / len(year_range)
return delta / denom
def actual_nb_days_ISDA(start, end): # needed to separate days_in_leap_year from days_not_leap_year
y1, m1, d1 = start
y2, m2, d2 = end
days_in_leap_year = 0
days_not_in_leap_year = 0
year_range = range(y1, y2 + 1)
for y in year_range:
if y == y1 and y == y2:
nb_days = date(y2, m2, d2) - date(y1, m1, d1)
elif y == y1:
nb_days = date(y1 + 1, 1, 1) - date(y1, m1, d1)
elif y == y2:
nb_days = date(y2, m2, d2) - date(y2, 1, 1)
else:
nb_days = 366 if is_leap_year(y) else 365
if is_leap_year(y):
days_in_leap_year += nb_days
else:
days_not_in_leap_year += nb_days
return (days_not_in_leap_year, days_in_leap_year)
def actual_nb_days_ISDA(
start, end
): # needed to separate days_in_leap_year from days_not_leap_year
y1, m1, d1 = start
y2, m2, d2 = end
days_in_leap_year = 0
days_not_in_leap_year = 0
year_range = list(range(y1, y2 + 1))
for y in year_range:
if y == y1 and y == y2:
nb_days = date(y2, m2, d2) - date(y1, m1, d1)
elif y == y1:
nb_days = date(y1 + 1, 1, 1) - date(y1, m1, d1)
elif y == y2:
nb_days = date(y2, m2, d2) - date(y2, 1, 1)
else:
nb_days = 366 if is_leap_year(y) else 365
if is_leap_year(y):
days_in_leap_year += nb_days
else:
days_not_in_leap_year += nb_days
return (days_not_in_leap_year, days_in_leap_year)
def actual_nb_days_afb_alter(beg, end):
# http://svn.finmath.net/finmath%20lib/trunk/src/main/java/net/
# finmath/time/daycount/DayCountConvention_ACT_ACT_YEARFRAC.java
delta = date(*end) - date(*beg)
if delta <= 365:
if (is_leap_year(beg[0]) and date(*beg) <= date(beg[0], 2, 29) or
is_leap_year(end[0]) and date(*end) >= date(end[0], 2, 29)
or is_leap_year(beg[0]) and is_leap_year(end[0])):
denom = 366
else:
denom = 365
else:
year_range = range(beg[0], end[0] + 1)
nb = 0
for y in year_range:
nb += 366 if is_leap_year(y) else 365
denom = nb / len(year_range)
return delta / denom
def actual_nb_days_afb_alter(beg, end):
# http://svn.finmath.net/finmath%20lib/trunk/src/main/java/net/
# finmath/time/daycount/DayCountConvention_ACT_ACT_YEARFRAC.java
delta = date(*end) - date(*beg)
if delta <= 365:
if (is_leap_year(beg[0]) and date(*beg) <= date(beg[0], 2, 29) or
is_leap_year(end[0]) and date(*end) >= date(end[0], 2, 29) or
is_leap_year(beg[0]) and is_leap_year(end[0])):
denom = 366
else:
denom = 365
else:
year_range = range(beg[0], end[0] + 1)
nb = 0
for y in year_range:
nb += 366 if is_leap_year(y) else 365
denom = nb / len(year_range)
return delta / denom
def test_is_leap_year():
assert is_leap_year(1900)
assert is_leap_year(1904)
assert is_leap_year(2000)
assert is_leap_year(2104)
assert not is_leap_year(1)
assert not is_leap_year(2100)
assert not is_leap_year(2101)
assert not is_leap_year(2103)
assert not is_leap_year(2102)
with pytest.raises(TypeError):
is_leap_year('x')
with pytest.raises(TypeError):
is_leap_year(-1)
with pytest.raises(TypeError):
is_leap_year(0)
def test_is_leap_year():
assert is_leap_year(1900)
assert is_leap_year(1904)
assert is_leap_year(2000)
assert is_leap_year(2104)
assert not is_leap_year(1)
assert not is_leap_year(2100)
assert not is_leap_year(2101)
assert not is_leap_year(2103)
assert not is_leap_year(2102)
with pytest.raises(TypeError):
is_leap_year('x')
with pytest.raises(TypeError):
is_leap_year(-1)
with pytest.raises(TypeError):
is_leap_year(0)