diff options
Diffstat (limited to 'python/tests')
| -rw-r--r-- | python/tests/test_dates.py | 18 |
1 files changed, 17 insertions, 1 deletions
diff --git a/python/tests/test_dates.py b/python/tests/test_dates.py index f0e81983..31d55322 100644 --- a/python/tests/test_dates.py +++ b/python/tests/test_dates.py @@ -9,6 +9,7 @@ from pyisda.date import ( cds_accrued as cds_accrued_c, previous_twentieth, ) +from pyisda.legs import FeeLeg from serenitas.analytics.yieldcurve import get_curve @@ -174,7 +175,7 @@ class TestCdsSchedule(unittest.TestCase): self.yc = get_curve(self.trade_date, "USD") def test_credit_schedule(self): - """ tests when IMM date falls on a week-end""" + """tests when IMM date falls on a week-end""" df = credit_schedule(self.trade_date, 1.0, self.yc, datetime.date(2022, 12, 20)) self.assertEqual(df.index[0], pd.Timestamp("2020-06-22")) df = credit_schedule( @@ -183,5 +184,20 @@ class TestCdsSchedule(unittest.TestCase): self.assertEqual(df.index[0], pd.Timestamp("2020-06-22")) +class TestHolidays(unittest.TestCase): + def setUp(self): + self.fl = FeeLeg( + datetime.date(2022, 3, 21), + datetime.date(2027, 12, 20), + True, + 1.0, + 1.0, + cal="/usr/share/cds/US", + ) + + def test_juneteenth(self): + self.assertEqual(self.fl.inspect()["pay_dates"][0], datetime.date(2022, 6, 21)) + + if __name__ == "__main__": unittest.main() |