def test_coupon(self): """Test coupon value of annuity.""" payoff = Annuity(T, np.linspace(0, 1, N // 2 + 1), 1, 10) payoffI = AnnuityI(T, np.linspace(0, 1, N // 2 + 1), 1, 10) pay = True for t in np.linspace(0, 1, N + 1): if pay: V = 1 else: V = 0 pay = not pay self.assertTrue(payoff.coupon(t) == V) self.assertTrue(payoffI.coupon(t) == 0)