public void CashflowsCalculatesPVCorrectly()
{
Curve discountCurve = new Curve(discountRateList);
Cashflows cashflows = new Cashflows(inputCashflowsList);
Assert.AreEqual(46004733, cashflows.PV(discountCurve), 1);
}
public void CashflowsPVMethodRaisesErrorOnCurveDimensionMismatch()
{
discountRateList.RemoveAt(discountRateList.Count - 1);
Curve discountCurve = new Curve(discountRateList);
Cashflows cashflows = new Cashflows(inputCashflowsList);
cashflows.PV(discountCurve);
}
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);
}