예제 #1
0
 def test_tenor_of_month(self):
     self.assertEqual(Tenor.IN_1_MONTH, Tenor.of_month(1))
     self.assertEqual(Tenor.IN_2_MONTHS, Tenor.of_month(2))
     self.assertEqual(Tenor.IN_3_MONTHS, Tenor.of_month(3))
     self.assertEqual(Tenor.IN_9_MONTHS, Tenor.of_month(9))
     self.assertEqual(Tenor.IN_18_MONTHS, Tenor.of_month(18))
     self.assertEqual(Tenor.IN_30_MONTHS, Tenor.of_month(30))
예제 #2
0
 def test_tenor_of_month_fails_at_19(self):
     with self.assertRaises(PricingError) as error:
         Tenor.of_month(19)
     self.assertEqual("invalid monthly tenor of 19 months",
                      str(error.exception))