public void Coupdays_ShouldReturnNumberOfDays_European_Actual_360()
{
var settlement = new DateTime(2012, 2, 29);
var maturity = new DateTime(2019, 3, 15);
var func = new CoupdaysImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.European_30_360),
FinancialDayFactory.Create(maturity, DayCountBasis.European_30_360),
4,
DayCountBasis.European_30_360
);
var result = func.GetCoupdays();
Assert.AreEqual(90d, result.Result);
settlement = new DateTime(2017, 2, 1);
maturity = new DateTime(2019, 5, 31);
func = new CoupdaysImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.European_30_360),
FinancialDayFactory.Create(maturity, DayCountBasis.European_30_360),
4,
DayCountBasis.European_30_360
);
result = func.GetCoupdays();
Assert.AreEqual(90d, result.Result);
}
protected override FinanceCalcResult <double> ExecuteFunction(FinancialDay settlementDate, FinancialDay maturityDate, int frequency, DayCountBasis basis = DayCountBasis.US_30_360)
{
var impl = new CoupdaysImpl(settlementDate, maturityDate, frequency, basis);
return(impl.GetCoupdays());
}