public void AdvisedLine()
{
DateTime start = November(20, 2003);
DateTime expiry = November(20, 2010);
Loan advisedLine = Loan.NewAdvisedLine(LOAN_AMOUNT, start, expiry, LOW_RISK_RATING);
Assert.AreEqual(7.0, advisedLine.Duration(), PENNY_PRECISION, "duration");
Assert.AreEqual(15.75, advisedLine.Capital(), PENNY_PRECISION, "capital");
}
public void RevolverNoPayments()
{
DateTime start = November(20, 2003);
DateTime expiry = November(20, 2010);
Loan revolver = Loan.NewRevolver(LOAN_AMOUNT, start, expiry, HIGH_RISK_RATING);
Assert.AreEqual(7.0, revolver.Duration(), PENNY_PRECISION, "duration");
Assert.AreEqual(609.00, revolver.Capital(), PENNY_PRECISION, "capital");
}
public void TestTermLoanSamePayments()
{
Date start = new Date(2003, 11, 20);
Date maturity = new Date(2006, 11, 20);
Loan termLoan = Loan.NewTermLoan(3000, start, maturity, 1);
termLoan.Payment(1000.00, new Date(2004, 11, 20));
termLoan.Payment(1000.00, new Date(2005, 11, 20));
termLoan.Payment(1000.00, new Date(2006, 11, 20));
Assert.AreEqual(2.0, termLoan.Duration(), 0.01);
Assert.AreEqual(210.00, termLoan.Capital(), 0.01);
}
public void TestRevolverSamePayments()
{
Date start = new Date(2003, 11, 20);
Date maturity = new Date(2006, 11, 20);
Loan advisedLine = Loan.NewRevolver(3000, start, maturity, 0);
advisedLine.Payment(1000.00, new Date(2004, 11, 20));
advisedLine.Payment(1000.00, new Date(2005, 11, 20));
advisedLine.Payment(1000.00, new Date(2006, 11, 20));
Assert.AreEqual(3.0, advisedLine.Duration(), 0.01);
Assert.AreEqual(315, advisedLine.Capital(), 0.01);
}
public void TermLoanDifferentPayments()
{
DateTime start = November(20, 2003);
DateTime maturity = November(20, 2006);
Loan termLoan = Loan.NewTermLoan(LOAN_AMOUNT, start, maturity, HIGH_RISK_RATING);
termLoan.payment(500.00, November(20, 2004));
termLoan.payment(1500.00, November(20, 2005));
termLoan.payment(1000.00, November(20, 2006));
Assert.AreEqual(2.16, termLoan.Duration(), PENNY_PRECISION, "duration");
Assert.AreEqual(227.50, termLoan.Capital(), PENNY_PRECISION, "capital");
}
public void test_advised_line_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime expiry = November(20, 2007);
Loan advisedLineLoan = LoanBuilder.Create(LOAN_AMOUNT, start, expiry, LOW_RISK_TAKING, StrategyEnum.AvisedLine);
advisedLineLoan.Payment(1000.00, November(20, 2004));
advisedLineLoan.Payment(1000.00, November(20, 2005));
advisedLineLoan.Payment(1000.00, November(20, 2006));
Assert.Equal(40027, advisedLineLoan.Duration(), (int)TWO_DIGIT_PRECISION);
Assert.Equal(1200810, advisedLineLoan.Capital(), (int)TWO_DIGIT_PRECISION);
}
public void test_revolver_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime expiry = November(20, 2007);
Loan revolverLoan = LoanBuilder.Create(LOAN_AMOUNT, start, expiry, HIGH_RISK_TAKING, StrategyEnum.Revolver);
revolverLoan.Payment(1000.00, November(20, 2004));
revolverLoan.Payment(1000.00, November(20, 2005));
revolverLoan.Payment(1000.00, November(20, 2006));
Assert.Equal(40027, revolverLoan.Duration(), (int)TWO_DIGIT_PRECISION);
Assert.Equal(4002700, revolverLoan.Capital(), (int)TWO_DIGIT_PRECISION);
}
public void test_term_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime maturity = November(20, 2006);
Loan termLoan = LoanBuilder.Create(LOAN_AMOUNT, start, maturity, HIGH_RISK_TAKING, StrategyEnum.Term);
termLoan.Payment(1000.00, November(20, 2004));
termLoan.Payment(1000.00, November(20, 2005));
termLoan.Payment(1000.00, November(20, 2006));
Assert.Equal(20027, termLoan.Duration(), (int)TWO_DIGIT_PRECISION);
Assert.Equal(6008100, termLoan.Capital(), (int)TWO_DIGIT_PRECISION);
}
public void test_revolver_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime expiry = November(20, 2007);
Loan revolverLoan = Loan.NewRevolver(this.LOAN_AMOUNT, start, expiry, this.HIGH_RISK_TAKING);
revolverLoan.Payment(1000.00, November(20, 2004));
revolverLoan.Payment(1000.00, November(20, 2005));
revolverLoan.Payment(1000.00, November(20, 2006));
Assert.Multiple(() => {
Assert.AreEqual(40027, revolverLoan.Duration(), this.TWO_DIGIT_PRECISION);
Assert.AreEqual(4002700, revolverLoan.Capital(), this.TWO_DIGIT_PRECISION);
});
}
public void test_term_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime maturity = November(20, 2006);
Loan termLoan = Loan.NewTermLoan(this.LOAN_AMOUNT, start, maturity, this.HIGH_RISK_TAKING);
termLoan.Payment(1000.00, November(20, 2004));
termLoan.Payment(1000.00, November(20, 2005));
termLoan.Payment(1000.00, November(20, 2006));
Assert.Multiple(() => {
Assert.AreEqual(20027, termLoan.Duration(), this.TWO_DIGIT_PRECISION);
Assert.AreEqual(6008100, termLoan.Capital(), this.TWO_DIGIT_PRECISION);
});
}
public void test_advised_line_loan_same_payments()
{
DateTime start = November(20, 2003);
DateTime maturity = November(20, 2006);
DateTime expiry = November(20, 2007);
Loan advisedLineLoan = Loan.NewAdvisedLine(this.LOAN_AMOUNT, start, expiry, this.LOW_RISK_TAKING);
advisedLineLoan.Payment(1000.00, November(20, 2004));
advisedLineLoan.Payment(1000.00, November(20, 2005));
advisedLineLoan.Payment(1000.00, November(20, 2006));
Assert.Multiple(() => {
Assert.AreEqual(40027, advisedLineLoan.Duration(), this.TWO_DIGIT_PRECISION);
Assert.AreEqual(1200810, advisedLineLoan.Capital(), this.TWO_DIGIT_PRECISION);
});
}