def test_first_example_isma(self):
day_counter = ActualActual(ISMA)
self.assertAlmostEqual(
0.5,
day_counter.year_fraction(self.from_date, self.to_date,
self.ref_start, self.ref_end))
def test_first_example_afb(self):
day_counter = ActualActual(AFB)
self.assertAlmostEqual(
0.497267759563,
day_counter.year_fraction(self.from_date, self.to_date)
)
def test_first_example_isda(self):
day_counter = ActualActual(ISDA)
self.assertAlmostEqual(
0.497724380567,
day_counter.year_fraction(self.from_date, self.to_date))
def test_first_example_isma(self):
day_counter = ActualActual(ISMA)
self.assertAlmostEqual(
0.5,
day_counter.year_fraction(self.from_date, self.to_date,
self.ref_start, self.ref_end)
)
def test_first_example_isda(self):
day_counter = ActualActual(ISDA)
self.assertAlmostEqual(
0.497724380567,
day_counter.year_fraction(self.from_date, self.to_date)
)
def test_short_calculation_second_period_isda(self):
day_counter = ActualActual(ISDA)
from_date = Date(1, July, 1999)
to_date = Date(1, July, 2000)
expected_result = 1.001377348600
self.assertAlmostEquals(expected_result,
day_counter.year_fraction(from_date, to_date))
def test_short_calculation_first_period_afb(self):
day_counter = ActualActual(AFB)
from_date = Date(1, February, 1999)
to_date = Date(1, July, 1999)
expected_result = 0.410958904110
self.assertAlmostEquals(expected_result,
day_counter.year_fraction(from_date, to_date))
def test_short_calculation_first_period_isma(self):
day_counter = ActualActual(ISMA)
from_date = Date(1, February, 1999)
to_date = Date(1, July, 1999)
ref_start = Date(1, July, 1998)
ref_end = Date(1, July, 1999)
expected_result = 0.410958904110
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date, ref_start, ref_end))
def test_short_calculation_first_period_afb(self):
day_counter = ActualActual(AFB)
from_date = Date(1, February, 1999)
to_date = Date(1, July, 1999)
expected_result = 0.410958904110
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date)
)
def test_short_calculation_second_period_afb(self):
day_counter = ActualActual(AFB)
from_date = Date(1, July, 1999)
to_date = Date(1, July, 2000)
expected_result = 1.000000000000
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date)
)
def test_short_calculation_second_period_isma(self):
day_counter = ActualActual(ISMA)
from_date = Date(1, July, 1999)
to_date = Date(1, July, 2000)
ref_start = Date(1, July, 1999)
ref_end = Date(1, July, 2000)
expected_result = 1.000000000000
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date, ref_start, ref_end))
def test_short_calculation_first_period_isma(self):
day_counter = ActualActual(ISMA)
from_date = Date(1, February, 1999)
to_date = Date(1, July, 1999)
ref_start = Date(1,July,1998)
ref_end = Date(1,July,1999)
expected_result = 0.410958904110
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date, ref_start, ref_end)
)
def test_short_calculation_second_period_isma(self):
day_counter = ActualActual(ISMA)
from_date = Date(1, July, 1999)
to_date = Date(1, July, 2000)
ref_start = Date(1, July, 1999)
ref_end = Date(1, July, 2000)
expected_result = 1.000000000000
self.assertAlmostEquals(
expected_result,
day_counter.year_fraction(from_date, to_date, ref_start, ref_end)
)
def test_first_example_afb(self):
day_counter = ActualActual(AFB)
self.assertAlmostEqual(
0.497267759563,
day_counter.year_fraction(self.from_date, self.to_date))
