public void ChainLadder_CalculatesFactorsCorrectly()
{
IEnumerable <decimal> factors = new List <decimal>()
{
1.899454m, 1.3288m, 1.232147m, 1.119969m, 1.044378m
};
FactorBasedMethod chainLadder = TestObjectBuilder.CreateChainLadderMethod();
bool calculatedCorrectly = chainLadder.Factors
.Zip(factors, (x, y) => Math.Abs(x - Math.Round(y, 6)) <= 1e-6m)
.Aggregate(true, (x, y) => x && y);
Assert.IsTrue(calculatedCorrectly);
}
public void ChainLadder_CalculatesProjectionCorrectly()
{
ISquare projection = new Square(6);
projection.SetRow(new List <decimal>()
{
1001m, 1855m, 2423m, 2988m, 3335m, 3483m
}, 0);
projection.SetRow(new List <decimal>()
{
1113m, 2103m, 2774m, 3422m, 3844m, 4014.59m
}, 1);
projection.SetRow(new List <decimal>()
{
1265m, 2433m, 3233m, 3977m, 4454.12m, 4651.78m
}, 2);
projection.SetRow(new List <decimal>()
{
1490m, 2873m, 3880m, 4780.73m, 5354.27m, 5591.88m
}, 3);
projection.SetRow(new List <decimal>()
{
1725m, 3261m, 4333.22m, 5339.16m, 5979.69m, 6245.06m
}, 4);
projection.SetRow(new List <decimal>()
{
1889m, 3588.07m, 4767.82m, 5874.66m, 6579.44m, 6871.42m
}, 5);
bool calculatedCorrectly = true;
IReservingMethod chainLadder = TestObjectBuilder.CreateChainLadderMethod();
for (int i = 0; i < chainLadder.Projection.Periods; i++)
{
IEnumerable <decimal> row = chainLadder.Projection.GetRow(i);
calculatedCorrectly = calculatedCorrectly &&
row.Zip(projection.GetRow(i), (x, y) => Math.Abs(x - Math.Round(y, 2)) <= 0.01m)
.Aggregate(true, (x, y) => x && y);
}
Assert.IsTrue(calculatedCorrectly);
}
