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]); }