def test_coupon(self):
"""Test coupon value of annuity."""
payoff = Annuity(T, np.linspace(0, 1, N // 2 + 1), 1, 10)
payoffI = AnnuityI(T, np.linspace(0, 1, N // 2 + 1), 1, 10)
pay = True
for t in np.linspace(0, 1, N + 1):
if pay:
V = 1
else:
V = 0
pay = not pay
self.assertTrue(payoff.coupon(t) == V)
self.assertTrue(payoffI.coupon(t) == 0)
def test_coupon(self):
"""Test coupon value of annuity."""
payoff = Annuity(T, np.linspace(0, 1, N // 2 + 1), 1, 10)
payoffI = AnnuityI(T, np.linspace(0, 1, N // 2 + 1), 1, 10)
pay = True
for t in np.linspace(0, 1, N + 1):
if pay:
V = 1
else:
V = 0
pay = not pay
self.assertTrue(payoff.coupon(t) == V)
self.assertTrue(payoffI.coupon(t) == 0)
