def test_equality_method(self):
day_counter = Thirty360(EUROBONDBASIS)
self.assertNotEquals(day_counter.name(), Thirty360().name())
self.assertNotEqual(day_counter, Thirty360())
self.assertEquals(day_counter, Thirty360(EUROBONDBASIS))
def test_equality_method(self):
day_counter = Thirty360(EurobondBasis)
a = Thirty360()
self.assertNotEqual(day_counter, a)
self.assertNotEqual(day_counter, Thirty360())
self.assertEqual(day_counter, Thirty360(EurobondBasis))
def test_thirty360_from_name(self):
for c in Convention:
dc = Thirty360(c)
try:
dc2 = DayCounter.from_name(dc.name)
except ValueError:
pass
else:
self.assertEqual(dc, dc2)
def test_thirty360(self):
day_counter = Thirty360(EUROBONDBASIS)
from_date = Date(1, July, 1999)
to_date = Date(1, July, 2000)
expected_result = 1.000000000000
self.assertAlmostEquals(expected_result,
day_counter.year_fraction(from_date, to_date))
class DayCounters(dict):
from quantlib.time.daycounters.thirty360 import Thirty360
from quantlib.time.daycounter import (
Actual360, Actual365Fixed
)
from quantlib.time.daycounters.actual_actual import (
ActualActual, ISMA, ISDA, Bond
)
_lookup = dict([(dc.name(), dc) for dc in
[Thirty360(), Actual360(), Actual365Fixed(),
ActualActual(), ActualActual(ISMA), ActualActual(ISDA),
ActualActual(Bond)
]]
)
def __init__(self, *args):
dict.__init__(self, self._lookup)
self.update(*args)
@classmethod
def year_fraction(cls, date1, date2, daycounter=None):
'''
Calculate the fraction of a year between two date1 and date2,
based on the daycount specified.
dates may be ccyymmdd or python datetime.dates
'''
pydate1, pydate2 = map(pydate, (date1, date2))
if not daycounter:
daycounter = cls.ActualActual()
qldate1 = qldate_from_pydate(pydate1)
qldate2 = qldate_from_pydate(pydate2)
return daycounter.year_fraction(qldate1, qldate2)
@classmethod
def daycount(cls, date1, date2, daycounter=None):
pydate1, pydate2 = map(pydate, (date1, date2))
if not daycounter:
daycounter = cls.ActualActual()
qldate1 = qldate_from_pydate(pydate1)
qldate2 = qldate_from_pydate(pydate2)
return daycounter.day_count(qldate1, qldate2)