def test_tenor_of_imm_month_fails_for_january(self):
with self.assertRaises(PricingError) as error:
Tenor.of_imm_month(1)
self.assertEqual("invalid IMM monthly tenor for month 1",
str(error.exception))
with self.assertRaises(PricingError) as error:
Tenor.of_imm_month(2)
self.assertEqual("invalid IMM monthly tenor for month 2",
str(error.exception))
with self.assertRaises(PricingError) as error:
Tenor.of_imm_month(11)
self.assertEqual("invalid IMM monthly tenor for month 11",
str(error.exception))
def test_tenor_of_imm_month(self):
self.assertEqual(Tenor.IMM_MARCH, Tenor.of_imm_month(3))
self.assertEqual(Tenor.IMM_JUNE, Tenor.of_imm_month(6))
self.assertEqual(Tenor.IMM_SEPTEMBER, Tenor.of_imm_month(9))
self.assertEqual(Tenor.IMM_DECEMBER, Tenor.of_imm_month(12))