public void CalculateXIRRShouldReturnNoValueForBadDoubleNegativeCashflows()
{
var service = new InterestRateCalculatorService();
var irr = service.CalculateXIRR(_badDoubleNegative, Tolerance, MaxIters);
irr.Kind.Should().Be(ApproximateResultKind.NoSolutionWithinTolerance);
}
public void CalculateXIRRShouldReturnNoValueForSameDayButDifferentCashflows()
{
var service = new InterestRateCalculatorService();
var irr = service.CalculateXIRR(_samedaydifferentcfs, Tolerance, MaxIters);
irr.Kind.Should().Be(ApproximateResultKind.NoSolutionWithinTolerance);
}
public void CalculateXNPVShouldCalculateCorrectWithSmallAndBigCashflows()
{
var service = new InterestRateCalculatorService();
service.CalculateXNPV(_cfs, R).Should().Be(2086.6476020315416570634272814m);
service.CalculateXNPV(_negcfs, 0.5).Should().Be(-10.148147600710372651326920258m);
service.CalculateXNPV(_bigcfs, 0.3).Should().Be(4.9923725815954514810351876895m);
}
public void CalculateXIRRShouldReturnCorrectValueForDoubleNegativeCashflows()
{
var service = new InterestRateCalculatorService();
var irr = service.CalculateXIRR(_doubleNegative, Tolerance, MaxIters);
irr.Value.Should().BeApproximately(-0.537055, 0.001);
irr.Kind.Should().Be(ApproximateResultKind.ApproximateSolution);
}
public void CalculateXIRRShouldReturnCorrectValueForBigRateCashflows()
{
var service = new InterestRateCalculatorService();
var irr = service.CalculateXIRR(_bigratecfs, Tolerance, MaxIters);
irr.Value.Should().BeApproximately(4.40140, 0.001);
irr.Kind.Should().Be(ApproximateResultKind.ApproximateSolution);
}
public void FindBracketsShouldFindBracketWithSmallAndBigCashflows()
{
var service = new InterestRateCalculatorService();
var brackets = service.FindBrackets(service.CalculateXNPV, _cfs);
brackets.First.Should().BeLessThan(0.3733);
brackets.Second.Should().BeGreaterThan(0.3733);
brackets = service.FindBrackets(service.CalculateXNPV, _bigcfs);
brackets.First.Should().BeLessThan(0.5196);
brackets.Second.Should().BeGreaterThan(0.5196);
brackets = service.FindBrackets(service.CalculateXNPV, _negcfs);
brackets.First.Should().BeLessThan(-0.6059);
brackets.Second.Should().BeGreaterThan(-0.6059);
}
