/// <summary>Gets a interest rate with respect to a specific compounding convention.
/// </summary>
/// <param name="interestRate">The interest rate.</param>
/// <param name="sourceCompounding">The compounding convention of the input <paramref name="interestRate"/>.</param>
/// <param name="destinationCompounding">The compounding convention to convert to.</param>
/// <param name="interestPeriodLength">The length of the interest period.</param>
/// <returns>The interest rate in its <paramref name="destinationCompounding"/> compounding convention.</returns>
/// <remarks>Internally first the normalized interest will be computed with respect to <paramref name="sourceCompounding"/>. Afterwards
/// the interest rate will be computed with respect to <paramref name="destinationCompounding"/>. Therefore it may cause some overhead. In
/// time critical situations one may use a type safed overload of this method instead.</remarks>
public static double GetConvertedInterestRate(double interestRate, IInterestRateCompounding sourceCompounding, IInterestRateCompounding destinationCompounding, double interestPeriodLength)
{
if (sourceCompounding == null)
{
throw new ArgumentNullException("sourceCompounding");
}
double normalizedInterest = sourceCompounding.GetInterestAmount(interestRate, interestPeriodLength);
if (destinationCompounding == null)
{
throw new ArgumentNullException("destinationCompounding");
}
return(destinationCompounding.GetImpliedInterestRate(normalizedInterest, interestPeriodLength));
}
public void GetNormalizedInterest_destinationInterestRate_sourceNormalizedInterest(double interestRate, IInterestRateCompounding interestRateCompounding, double interestPeriodLength, double expectedNormalizedInterest)
{
double actualInterestAmount = interestRateCompounding.GetInterestAmount(interestRate, interestPeriodLength);
Assert.That(actualInterestAmount, Is.EqualTo(expectedNormalizedInterest).Within(1E-8));
}