def test_tenor_of_month(self):
self.assertEqual(Tenor.IN_1_MONTH, Tenor.of_month(1))
self.assertEqual(Tenor.IN_2_MONTHS, Tenor.of_month(2))
self.assertEqual(Tenor.IN_3_MONTHS, Tenor.of_month(3))
self.assertEqual(Tenor.IN_9_MONTHS, Tenor.of_month(9))
self.assertEqual(Tenor.IN_18_MONTHS, Tenor.of_month(18))
self.assertEqual(Tenor.IN_30_MONTHS, Tenor.of_month(30))
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))
def test_tenor_of_year_fails_at_6(self):
with self.assertRaises(PricingError) as error:
Tenor.of_year(6)
self.assertEqual("invalid yearly tenor of 6 years",
str(error.exception))
def test_tenor_of_year(self):
self.assertEqual(Tenor.IN_1_YEAR, Tenor.of_year(1))
self.assertEqual(Tenor.IN_2_YEARS, Tenor.of_year(2))
self.assertEqual(Tenor.IN_3_YEARS, Tenor.of_year(3))
self.assertEqual(Tenor.IN_4_YEARS, Tenor.of_year(4))
self.assertEqual(Tenor.IN_5_YEARS, Tenor.of_year(5))
def test_tenor_of_month_fails_at_19(self):
with self.assertRaises(PricingError) as error:
Tenor.of_month(19)
self.assertEqual("invalid monthly tenor of 19 months",
str(error.exception))
def test_tenor_of_week_fails_at_4(self):
with self.assertRaises(PricingError) as error:
Tenor.of_week(4)
self.assertEqual("invalid weekly tenor of 4 weeks",
str(error.exception))
def test_tenor_of_week(self):
self.assertEqual(Tenor.IN_1_WEEK, Tenor.of_week(1))
self.assertEqual(Tenor.IN_2_WEEKS, Tenor.of_week(2))
self.assertEqual(Tenor.IN_3_WEEKS, Tenor.of_week(3))