""" Unittests for the CDS related classes. """
from quantlib.settings import Settings
from quantlib.quotes import SimpleQuote
from quantlib.termstructures.yields.api import FlatForward
from quantlib.termstructures.credit.api import SpreadCdsHelper, UpfrontCdsHelper, PiecewiseDefaultCurve
from quantlib.time.api import (UnitedStates, Date, Actual365Fixed, Following, Quarterly,
                               TwentiethIMM, March, Period)
from yieldcurve import YC
import pdb

def create_helper():

    calendar = UnitedStates()

    todays_date = Date(31, March, 2014)

    Settings.instance().evaluation_date = todays_date
    recovery_rate = 0.4
    upfronts = [0.01, 0.02, 0.04, 0.06]


    tenors = [Period(str(i) +"Yr") for i in [2, 3, 5, 7]]
    tenors = Period("2Yr")

    ts_curve = YC()

    helpers = UpfrontCdsHelper(0.05, 0.05, tenors, 0, calendar, Quarterly,
                              Following, TwentiethIMM, Actual365Fixed(),
                              recovery_rate, ts_curve)
    pdb.set_trace()
    #trait = ['HazardRate', 'DefaultDensity', 'SurvivalProbability']:
    #interpolator = ['Linear', 'LogLinear', 'BackwardFlat']:
    curve = PiecewiseDefaultCurve('HazardRate','BackwardFlat',
                                  reference_date=todays_date,
                                  helpers=[helpers], daycounter=Actual365Fixed())
    print(curve.survival_probability(Date(10, 3, 2015)))
    return curve

if __name__=="__main__":
    curve = create_helper()
    prob = curve.survival_probability(Date(10, 3, 2017))
    pdb.set_trace()