public void UnadjustedDateNoOfPeriodsFromTermination() { const int cCouponPeriods = 1; DateTime endDate = new DateTime(2010, 01, 5); Period periodInterval = PeriodHelper.Parse("6M"); CalculationPeriodSchedule cps = new CalculationPeriodSchedule(); List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateScheduleFromTermDate(endDate, periodInterval, cCouponPeriods); Assert.AreEqual(unadjustedCalcPeriods.Count, cCouponPeriods); Assert.IsFalse(cps.HasFinalStub); Assert.IsFalse(cps.HasInitialStub); }
public void ShortFinalStubSpecifiedFromTermination() { DateTime startDate = new DateTime(2007, 01, 5); DateTime endDate = new DateTime(2010, 01, 5); RollConventionEnum rollConvention = RollConventionEnum.Item12; CalculationPeriodFrequency periodFrequency = CalculationPeriodFrequencyHelper.Parse("3M", rollConvention.ToString()); Period periodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency); CalculationPeriodSchedule cps = new CalculationPeriodSchedule(); DateTime lastRegularPeriodEndDate = new DateTime(2009, 8, 12); List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateScheduleFromTermDate(startDate, endDate, periodInterval, lastRegularPeriodEndDate, rollConvention, StubPeriodTypeEnum.ShortFinal); Assert.AreEqual(unadjustedCalcPeriods.Count, 13); Assert.IsTrue(cps.HasFinalStub); Assert.IsTrue(cps.HasInitialStub); Assert.IsTrue(CalculationPeriodHelper.IsShortStub(unadjustedCalcPeriods[unadjustedCalcPeriods.Count - 1], cps.PeriodInterval)); }