def test8(self):
Input = CrifUtil.read_csv(r'../Testdatensatz1_CRIF.csv')
crifs = Crifs(Input)
crif = crifs['CDS-10015292-18_collect_EMIR']
leArray = crif.getAllSchedulePVs()
value = leArray[0].getAmountUSD().doubleValue()
self.assertEqual(value, 4831209.57108)
def test1(self):
Input = CrifUtil.read_csv(r'../NochKleineresTestportfolio.csv')
crif = Crif(Input)
self.assertEqual('IMLedis_NRW_Bank', crif.Counterparty)
self.assertEqual('collect', crif.direction)
self.assertEqual('EMIR', crif.regulation)
del crif
def test9(self):
Input = CrifUtil.read_csv(r'../Unittest_CRIF.txt', sep='\t')
crifs = Crifs(Input)
crif = crifs['testAN1_collect_EMIR']
notionals = crif.getAllAddonNotionals()
factors = crif.getAllAddOnNotionalFactors()
notionals = JavaArrayListToPythonList(notionals)
factors = JavaArrayListToPythonList(factors)
self.assertEqual(notionals[0].getNotional().doubleValue(), 10000000.0)
self.assertEqual(factors[0].getFactor().doubleValue(), 6.105)
def test7(self):
Input = CrifUtil.read_csv(r'../Testdatensatz1_CRIF.csv')
crifs = Crifs(Input)
crif = crifs.values().__iter__().__next__()
leArray = crif.getAllScheduleNotionals()
value = leArray[0].getAmount().doubleValue()
self.assertEqual(value, 140002181.4934)
crif = crifs['CDS-10015292-18_collect_EMIR']
leArray = crif.getAllScheduleNotionals()
value = leArray[3].getAmountUSD().doubleValue()
self.assertEqual(value, 18000000)
def test5(self):
Input = CrifUtil.read_csv(r'../testIR11asCRIF.csv')
crif1 = Crif(Input)
crif2 = Crif(Input)
self.assertEqual(
31773442304,
round(
Simm.calculateStandard(crif1.getAllSensitivities(),
'USD').doubleValue()))
self.assertEqual(
31773442304,
round(
Simm.calculateStandard(crif2.getAllSensitivities(),
'USD').doubleValue()))
def test1(self):
Input = CrifUtil.read_csv(r'../Testdatensatz1_CRIF.csv')
crifs = Crifs(Input)
self.assertEqual('CDS-10005292-18_collect_EMIR', crifs.keys().__iter__().__next__())
def test2(self):
Input = CrifUtil.read_csv(r'../Testdatensatz1_CRIF.csv')
crifs = Crifs(Input)
self.assertEqual(crifs.__len__(), 8)
def test3(self):
Input = CrifUtil.read_csv(r'../NochKleineresTestportfolio.csv')
crif = Crif(Input)
self.assertEqual(True, crif.asDataFrame.equals(Input))
del crif
def test2(self):
Input = CrifUtil.read_csv(r'../Testdatensatz1_CRIF.csv')
self.assertRaises(ValueError, Crif, Input)