Example #1
0
        public void test_revolver_loan_same_payments()
        {
            var      revolverStrategy = new CapitalStrategyRevolver();
            DateTime start            = November(20, 2003);
            DateTime expiry           = November(20, 2007);

            Loan revolverLoan = Loan.NewRevolver(LOAN_AMOUNT, start, expiry, 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.Equal(40027, revolverStrategy.Duration(revolverLoan), (int)TWO_DIGIT_PRECISION);
            Assert.Equal(4002700, revolverStrategy.Capital(revolverLoan), (int)TWO_DIGIT_PRECISION);
        }
Example #2
0
 public static Loan CreateRevolver(CapitalStrategyRevolver capitalStrategyRevolver, Double commitment,
                                   Int32 riskRating, DateTime?maturity, DateTime?expiry)
 {
     return(new Loan(capitalStrategyRevolver, commitment, 0.00, riskRating, maturity, expiry));
 }
Example #3
0
 public static Loan CreateRevolver(CapitalStrategyRevolver capitalStrategy, double commitment, double outstanding, int riskRating, DateTime?expiry)
 {
     return(new Loan(capitalStrategy, commitment, outstanding, riskRating, null, expiry));
 }