コード例 #1
0
 def testLoadAndSaveMarketData_TODO(self):
     #curve should never exist
     self.pos.loadAndSaveMarketData(pricingDate=Date.Date(1,1,2009), 
                                    marketId=self.marketId)
     #now, curve should exist
     irCurve = InterestRateCurve()
     irCurve.ccy = Enum.Currency('USD')
     irCurve.index = Enum.Index('LIBOR')
     irCurve.term = 'M'
     irCurve.numTerms = 3
     irCurve.pricingDate = Date.Date(1,1,2009)
     irCurve.marketId = self.marketId
     irCurve.load()
     #now, delete again so that next test will work
     irCurve.delete()