def test_FinInflationIndexCurve():
# Create a curve from times and discount factors
indexDates = [Date(15, 1, 2008), Date(1, 4, 2008), Date(1, 5, 2008)]
indexValues = [209.49645, 214.823, 216.632]
lag = 3 # months
curve = FinInflationIndexCurve(indexDates, indexValues, lag)
refDate = Date(22, 7, 2008)
testCases.header("LABEL", "VALUE")
value = curve.index_value(refDate)
value = curve.index_value(refDate)
value = curve.index_value(refDate)
value = curve.index_value(refDate)
testCases.print(refDate, value)
index_ratio = curve.index_ratio(refDate)
testCases.print(refDate, index_ratio)
def test_FinInflationIndexCurve():
# Create a curve from times and discount factors
indexDates = [Date(15, 1, 2008), Date(1, 4, 2008), Date(1, 5, 2008)]
indexValues = [209.49645, 214.823, 216.632]
lag = 3 # months
curve = FinInflationIndexCurve(indexDates, indexValues, lag)
refDate = Date(22, 7, 2008)
value = curve.index_value(refDate)
assert round(value, 4) == 216.0485
index_ratio = curve.index_ratio(refDate)
assert round(index_ratio, 4) == 1.0313