public void TestSimple()
{
List <double> ptfValue = new List <Double>()
{
100000, 175000, 250000, 400000, 500000, 550000, 1300000, 1250000, 1100000, 1000000, 950000, 875000, 800000
};
Double result = new TWR(ptfValue, null).Calculate();
Assert.AreEqual((800000 - 100000) / 100000, result);
}
public void Test1()
{
List <double> ptfValue = new List <Double>()
{
100000, 175000, 250000, 400000, 500000, 550000, 400000, 355000, 400000, 450000, 500000, 575000, 600000
};
List <double?> cashFlows = new List <double?>()
{
null, 50000, 50000, 100000, 100000, 50000, -50000, -20000, -30000, 50000, 50000, 50000, 80000
};
Double result = new TWR(ptfValue, cashFlows, false).Calculate();
Assert.AreEqual(0.51240884, result);
}
public void TestSimple_1Withdrawal()
{
List <double> ptfValue = new List <Double>()
{
100000, 175000, 250000, 400000, 500000, 550000, 1300000, 1250000, 1100000, 1000000, 950000, 875000, 800000
};
List <double?> cashFlows = new List <double?>()
{
null, null, null, null, null, null, -900000
};
Double result = new TWR(ptfValue, cashFlows, false).Calculate();
Assert.AreEqual(12.53846154, result);
}
