def setUp(self):
self.prob = np.arange(0, 1.01, 0.01)
rate = dcs.prob_to_rate(self.prob, time=1./12)
mult_rate_2 = rate * 2
mult_rate_half = rate * 0.5
self.mult_prob_2 = dcs.rate_to_prob(mult_rate_2, time=1./12)
self.mult_prob_half = dcs.rate_to_prob(mult_rate_half, time=1./12)
def setUp(self):
self.prob = np.arange(0, 1.01, 0.01)
rate = dcs.prob_to_rate(self.prob, time=1. / 12)
mult_rate_2 = rate * 2
mult_rate_half = rate * 0.5
self.mult_prob_2 = dcs.rate_to_prob(mult_rate_2, time=1. / 12)
self.mult_prob_half = dcs.rate_to_prob(mult_rate_half, time=1. / 12)
def test_prob_rate_conversions3b(self):
new = dcs.Units.convert(0.5, dcs.Units.AR, dcs.Units.AP)
exp = dcs.rate_to_prob(0.5)
self.assertEqual(new, exp)
def test_prob_rate_conversions3b(self):
new = dcs.Units.convert(0.5, dcs.Units.AR, dcs.Units.AP)
exp = dcs.rate_to_prob(0.5)
self.assertEqual(new, exp)
def test_circular(self):
rate = dcs.monthly_probability_to_annual_rate(self.prob)
np.testing.assert_array_almost_equal(rate, self.rate)
prob = dcs.rate_to_prob(rate)
np.testing.assert_array_almost_equal(prob, self.prob)
def test_circular(self):
prob = dcs.rate_to_prob(self.rate, self.time)
np.testing.assert_array_almost_equal(prob, self.prob)
rate = dcs.prob_to_rate(prob, self.time)
np.testing.assert_array_almost_equal(rate, self.rate)
def test_infinity(self):
prob = dcs.rate_to_prob(np.inf)
self.assertAlmostEqual(prob, 1.)
def test_lt_zero(self):
with self.assertRaises(ValueError):
dcs.rate_to_prob(np.array([0., 0.5, -1.]))
def test_scalar(self):
prob = dcs.rate_to_prob(0)
self.assertIn(prob, self.prob)
def test_conversion(self):
prob = dcs.rate_to_prob(self.rate, self.time)
np.testing.assert_array_almost_equal(prob, self.prob)
def test_circular(self):
rate = dcs.monthly_probability_to_annual_rate(self.prob)
np.testing.assert_array_almost_equal(rate, self.rate)
prob = dcs.rate_to_prob(rate)
np.testing.assert_array_almost_equal(prob, self.prob)
def test_circular(self):
prob = dcs.rate_to_prob(self.rate, self.time)
np.testing.assert_array_almost_equal(prob, self.prob)
rate = dcs.prob_to_rate(prob, self.time)
np.testing.assert_array_almost_equal(rate, self.rate)
def test_infinity(self):
prob = dcs.rate_to_prob(np.inf)
self.assertAlmostEqual(prob, 1.)
def test_lt_zero(self):
with self.assertRaises(ValueError):
dcs.rate_to_prob(np.array([0., 0.5, -1.]))
def test_scalar(self):
prob = dcs.rate_to_prob(0)
self.assertIn(prob, self.prob)
def test_conversion(self):
prob = dcs.rate_to_prob(self.rate, self.time)
np.testing.assert_array_almost_equal(prob, self.prob)