Example #1
0
 def test_create_ibor_index(self):
     euribor6m = IborIndex("Euribor", Period(6, Months), 2, EURCurrency(),
                           TARGET(), ModifiedFollowing, True, Actual360())
     default_euribor6m = Euribor6M()
     for attribute in [
             "business_day_convention", "end_of_month", "fixing_calendar",
             "tenor", "fixing_days", "day_counter", "family_name", "name"
     ]:
         self.assertEqual(getattr(euribor6m, attribute),
                          getattr(default_euribor6m, attribute))