def _rebuild_object(self):
if self._is_modified_property(
'_calendar_') and not self._is_modified_property('_spot_'):
self._spot_ = BusinessPeriod(businessdays=self._spot_.businessdays,
holiday=self._calendar_)
x_list = list()
# carefully cast x_list/curve dates
for x in self._curve_.row_keys():
if BusinessDate.is_businessdate(x):
x = BusinessDate(x)
elif BusinessPeriod.is_businessperiod(x):
x = BusinessPeriod(x).to_businessdate(self.origin)
else:
s = repr(x), type(
x), BusinessDate.__name__, self.__class__.__name__
raise ValueError(
'Cannot cast value %s of type %s to %s in %s construction.'
% s)
x_list.append(x)
y_list = list(map(float, self._curve_.col('Rate')))
y_inter = Constant(), self._interpolation_, self._extrapolation_
if self._rate_type_ == "Zero":
self._inner_curve = ZeroRateCurve(x_list,
y_list,
y_inter,
self.origin,
day_count=self._day_count_)
else:
msg = "_curve_ " + self.object_name + ": RateType " + self._rate_type_ + " not implemented, yet."
raise NotImplementedError(msg)
self._curve_df_dict = dict()
return self
def test_validations(self):
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('-1y'))
self.assertFalse(BusinessPeriod.is_businessperiod('1y-6m'))
def test_validations(self):
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('-1y'))
self.assertFalse(BusinessPeriod.is_businessperiod('1y-6m'))
def test_validations(self):
for p in ('', '0D', 'ON', 'TN', 'DD'):
self.assertTrue(BusinessPeriod.is_businessperiod(p))
self.assertTrue(BusinessPeriod.is_businessperiod(timedelta(1)))
self.assertTrue(BusinessPeriod.is_businessperiod(BusinessPeriod('1D')))
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('-1y'))
self.assertTrue(BusinessPeriod.is_businessperiod('1y-6m'))
self.assertTrue(BusinessPeriod.is_businessperiod('-2b1y6m'))
self.assertTrue(BusinessPeriod.is_businessperiod('-2b-1y6m'))
self.assertTrue(BusinessPeriod.is_businessperiod('-2b-1y6m-2b'))
self.assertFalse(BusinessPeriod.is_businessperiod(None))
self.assertFalse(BusinessPeriod.is_businessperiod('123'))
self.assertFalse(BusinessPeriod.is_businessperiod(123))
self.assertFalse(BusinessPeriod.is_businessperiod(True))
self.assertFalse(BusinessPeriod.is_businessperiod('2D3D'))
self.assertRaises(TypeError, BusinessPeriod().__cmp__, BusinessDate())
self.assertRaises(TypeError, BusinessPeriod().__cmp__, 123)
self.assertFalse(BusinessPeriod('1B') == '2D3D')
self.assertFalse(BusinessPeriod() == '2D3D')
