コード例 #1
0
    def test_previous_next_reference_date(self):
        from_date = Date(3, Sep, 2011)
        to_date = Date(15, Dec, 2011)
        tenor = Period(1, Months)
        calendar = UnitedKingdom()
        convention = Following
        termination_convention = Following
        rule = Forward

        fwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
                termination_convention, rule)

        expected_date = Date(5, Sep, 2011) 
        print expected_date, fwd_schedule.next_date(from_date)
        self.assert_(expected_date == fwd_schedule.next_date(from_date))

        rule = Backward

        bwd_schedule = Schedule(from_date, to_date, tenor, calendar, convention,
                termination_convention, rule)

        expected_date = Date(15, Nov, 2011) 
        self.assert_(expected_date == bwd_schedule.previous_date(to_date))