def test_FinDayCount():
testCases.header("DAY_COUNT_METHOD", "START", "END", "ALPHA")
finFreq = FrequencyTypes.ANNUAL
for dayCountMethod in DayCountTypes:
start_date = Date(1, 1, 2019)
next_date = start_date
numDays = 20
dayCount = DayCount(dayCountMethod)
for _ in range(0, numDays):
next_date = next_date.addDays(7)
dcf = dayCount.year_frac(start_date, next_date, next_date, finFreq)
testCases.print(str(dayCountMethod), str(start_date),
str(next_date), dcf[0])
def test_year_frace_ACT_360():
day_count_type = DayCountTypes.ACT_360
day_count = DayCount(day_count_type)
answer = day_count.year_frac(start, end, end, finFreq)
assert round(answer[0], 4) == 0.3889
def test_year_frace_SIMPLE():
day_count_type = DayCountTypes.SIMPLE
day_count = DayCount(day_count_type)
answer = day_count.year_frac(start, end, end, finFreq)
assert round(answer[0], 4) == 0.3836
def test_year_frace_THIRTY_E_360_ISDA():
day_count_type = DayCountTypes.THIRTY_E_360_ISDA
day_count = DayCount(day_count_type)
answer = day_count.year_frac(start, end, end, finFreq)
assert round(answer[0], 4) == 0.3889