def testConversion(self):
d1 = Date.todaysDate()
for case in self.cases:
ir = InterestRate(case.r, DayCounter('Actual/360'), case.comp, case.freq)
d2 = d1 + int(360 * case.t + 0.5)
compoundf = ir.compoundFactor(d1, d2)
disc = ir.discountFactor(d1, d2)
self.assertAlmostEqual(compoundf, 1.0 / disc)
ir2 = ir.equivalentRate(ir.dayCounter_,
ir.comp_,
ir.freq_,
d1, d2)
self.assertAlmostEqual(ir2.r_, ir.r_)
self.assertEqual(ir.freq_, ir2.freq_)
self.assertEqual(ir.comp_, ir2.comp_)
ir3 = ir.equivalentRate(ir.dayCounter_,
case.comp2, case.freq2,
d1, d2)
expectedIR = InterestRate(case.expected, ir.dayCounter_,
case.comp2, case.freq2)
self.assertAlmostEqual(ir3.r_, expectedIR.r_, case.precision)
r3 = ir.equivalentRate(ir.dayCounter_,
case.comp2, case.freq2,
d1, d2)
self.assertAlmostEqual(r3.r_, case.expected, case.precision)
def testSimpleCashFlowHasOccurred(self):
cf_date = Date.todaysDate() - 1
cf1 = SimpleCashFlow(100., cf_date)
self.assertTrue(cf1.hasOccurred())
ref_date = cf_date - 1
self.assertFalse(cf1.hasOccurred(ref_date))
ref_date = cf_date
self.assertTrue(cf1.hasOccurred(ref_date))
self.assertFalse(cf1.hasOccurred(ref_date, include_ref_date=True))
