def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule.from_effective_termination(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule)
def test_previous_next_reference_date(self):
from_date = Date(3, Sep, 2011)
to_date = Date(15, Dec, 2011)
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
fwd_schedule = Schedule.from_effective_termination(from_date, to_date,
tenor, calendar, convention, termination_convention, rule)
expected_date = Date(5, Sep, 2011)
self.assertEqual(expected_date, fwd_schedule.next_date(from_date))
rule = Backward
bwd_schedule = Schedule.from_effective_termination(from_date, to_date,
tenor, calendar, convention, termination_convention, rule)
expected_date = Date(15, Nov, 2011)
self.assertEqual(expected_date, bwd_schedule.previous_date(to_date))
def setUp(self):
self.from_date = Date(1, Jan, 2011)
self.to_date = Date(31, Dec, 2011)
self.tenor = Period(4, Weeks)
self.calendar = UnitedKingdom()
self.convention = Following
self.termination_convention = Preceding
self.rule = Twentieth
self.schedule = Schedule.from_effective_termination(
self.from_date, self.to_date, self.tenor, self.calendar,
self.convention, self.termination_convention, self.rule
)
def test_previous_next_reference_date(self):
from_date = Date(3, Sep, 2011)
to_date = Date(15, Dec, 2011)
tenor = Period(1, Months)
calendar = UnitedKingdom()
convention = Following
termination_convention = Following
rule = Forward
fwd_schedule = Schedule.from_effective_termination(
from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(5, Sep, 2011)
self.assertEqual(expected_date, fwd_schedule.next_date(from_date))
rule = Backward
bwd_schedule = Schedule.from_effective_termination(
from_date, to_date, tenor, calendar, convention,
termination_convention, rule)
expected_date = Date(15, Nov, 2011)
self.assertEqual(expected_date, bwd_schedule.previous_date(to_date))
