public void Tenor0D()
{
var classUnderTest = new PortfolioCurve(10, "0D", 100);
var calculatedDays = 0;
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void AllTenorUnitsRandomOrder()
{
var classUnderTest = new PortfolioCurve(10, "1w6m2d1y", 100);
var calculatedDays = (1 * 365) + (6 * 30) + (1 * 7) + 2;
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void Tenor2D3W()
{
var classUnderTest = new PortfolioCurve(10, "2d3w", 100);
var calculatedDays = 2 + (3 * 7);
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void Tenor3W2D()
{
var classUnderTest = new PortfolioCurve(10, "3w2d", 100);
var calculatedDays = (3 * 7) + 2;
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void InvalidTenorNegativeValues()
{
var classUnderTest = new PortfolioCurve(10, "-4d", 100);
var calculatedDays = -1; // invalid tenor
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void InvalidTenorGarbageInput()
{
var classUnderTest = new PortfolioCurve(10, "something", 100);
var calculatedDays = -1; // invalid tenor
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void InvalidTenorWrongOrder()
{
var classUnderTest = new PortfolioCurve(10, "d2", 100);
var calculatedDays = -1; // invalid tenor
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void InvalidTenorMissingTenorValue()
{
var classUnderTest = new PortfolioCurve(10, "1dw", 100);
var calculatedDays = -1; // invalid tenor
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
public void AllTenorUnitsWithZeroes()
{
var classUnderTest = new PortfolioCurve(10, "1y6m0w2d", 100);
var calculatedDays = (1 * 365) + (6 * 30) + (0 * 7) + 2;
var tenorDays = classUnderTest.TenorInDays;
Assert.AreEqual(tenorDays, calculatedDays);
}
