public void CashflowsInflateMethodRaisesErrorOnCurveDimensionMismatch()
{
inflationRateList.RemoveAt(inflationRateList.Count - 1);
Curve inflationCurve = new Curve(inflationRateList);
Cashflows cashflows = new Cashflows(inputCashflowsList);
cashflows.Inflate(inflationCurve, 12);
}
public void CashflowsCalculatesPVOfInflatedCashflowsCorrectly()
{
Curve discountCurve = new Curve("../../../TestData/DiscountRate.txt");
Curve inflationCurve = new Curve("../../../TestData/InflationRate.txt");
Cashflows cashflows = new Cashflows("../../../TestData/Cashflows.txt");
Cashflows inflatedCashflows = cashflows.Inflate(inflationCurve, 12);
Assert.AreEqual(920913970, inflatedCashflows.PV(discountCurve), 1);
}
public void CashflowsInflatesCashflowsCorrectly()
{
Curve inflationCurve = new Curve(inflationRateList);
Cashflows cashflows = new Cashflows(inputCashflowsList);
Cashflows inflatedCashflows = cashflows.Inflate(inflationCurve, 12);
double inflatedCashflowSum = 0;
foreach (double inflatedCashflow in inflatedCashflows.BaseCashflows)
{
inflatedCashflowSum += inflatedCashflow;
}
Assert.AreEqual(50458603, inflatedCashflowSum, 1);
}