public void ForwardCurveCalcTest()
{
double[] tenors = new double[8];
tenors[0] = 1;
tenors[1] = 3;
tenors[2] = 5;
tenors[3] = 10;
tenors[4] = 20;
tenors[5] = 30;
tenors[6] = 40;
tenors[7] = 50;
Double[] rates = new double[8];
rates[0] = 0.025;
rates[1] = 0.03;
rates[2] = 0.03;
rates[3] = 0.035;
rates[4] = 0.0355;
rates[5] = 0.0365;
rates[6] = 0.0365;
rates[7] = 0.037;
double valuationdate = 20200630;
int frequency = 6;
double[,] result = fc.ForwardCurveCalc(tenors, rates, valuationdate, frequency);
Assert.AreEqual(0.03, result[3, 2]);
Assert.AreEqual(0.035, result[10, 2]);
}
