public void CalSpreadCurveTest(string input)
{
Bond.Bond sampleInput1 = new Bond.Bond("C1", Bond.BondConst.corp, 10.3, 5.30);
List <Bond.Bond> bondList = LoadBondObjects();
double actualNum = Bond.BondRun.CalSpreadCurve(bondList, sampleInput1);
string actual = Math.Round(actualNum, 2, MidpointRounding.AwayFromZero).ToString("N2");
Assert.True(input.Equals(actual), input);
}
public void CalSpreadBenchmarkTest(string input)
{
Bond.Bond sampleInput1 = new Bond.Bond("C1", Bond.BondConst.corp, 10.3, 5.30);
List <Bond.Bond> bondList = LoadBondObjects();
string actual = Bond.BondRun.CalSpreadBenchmark(bondList, sampleInput1);
Assert.True(input.Equals(actual), input);
}
public void ClosestBondsTest(string input)
{
Bond.Bond sampleInput1 = new Bond.Bond("C2", Bond.BondConst.corp, 15.2, 8.30);
List <Bond.Bond> govBondList = LoadBondObjects();
Bond.BondHolder closestBonds = Bond.BondRun.ClosestBonds(govBondList, sampleInput1);
string actual = closestBonds.closeLesserBond.bondID.ToString() + closestBonds.closeGreaterBond.bondID.ToString();
Assert.True(input.Equals(actual));
}
///ToDo: improve this function to take the input from CSV file instead of manually entering results.
/// <summary>
/// This function just loads the List of Bond objects for testing purposes.
/// </summary>
public static List <Bond.Bond> LoadBondObjects()
{
Bond.Bond sampleInput1 = new Bond.Bond("C1", Bond.BondConst.corp, 10.3, 5.30);
Bond.Bond sampleInput2 = new Bond.Bond("G1", Bond.BondConst.gov, 9.4, 3.70);
Bond.Bond sampleInput3 = new Bond.Bond("G2", Bond.BondConst.gov, 12, 4.80);
Bond.Bond sampleInput4 = new Bond.Bond("G3", Bond.BondConst.gov, 16.3, 5.50);
List <Bond.Bond> bondList = new List <Bond.Bond>();
bondList.Add(sampleInput2);
bondList.Add(sampleInput3);
bondList.Add(sampleInput4);
return(bondList);
}
