public void PrecoCompra753_315323_PrecoVenda1000_532dias_DeveRetornar_Rentabilidade_14_36()
{
var ltn = new LTN();
var actual = ltn.Rentabilidade(753.315323M, 1000, 532);
Assert.Equal(14.36M, actual);
}
public void Taxa11_60_515Dias_DeveRetornar_PU_799_081416()
{
var ltn = new LTN();
var actual = ltn.PU(11.6, 515);
Assert.Equal(799.081416M, actual);
}
public void PrecoCompra733_86_PrecoVenda1000_755dias_DeveRetornar_Rentabilidade_10_88()
{
var ltn = new LTN();
var actual = ltn.Rentabilidade(733.86M, 1000, 755);
Assert.Equal(10.8804M, actual);
}
public void PrecoCompra733_86_PrecoVenda874_61_DeveRetornar_RentabilidadeBruta_19_1794()
{
var ltn = new LTN();
var actual = ltn.Rentabilidade(733.86M, 874.61M);
Assert.Equal(19.1794M, actual);
}
public void PU799_081416_515Dias_DeveRetornar_Taxa_11_6()
{
var ltn = new LTN();
var actual = ltn.Taxa(799.081416, 515);
Assert.Equal(11.6M, actual);
}
public void PU803_97534_Taxa11_3367_512Dias_DeveRetornar_Taxa_11_3367()
{
var ltn = new LTN();
var pu = ltn.PU(11.3367, 512);
var actual = ltn.Taxa((double)pu, 512);
Assert.Equal(11.3367M, actual);
}
public void TestFixedRateBond_NPV_LTN01012015()
{
double faceValue = 1000;
double rate = 0.1211;
DateTime currentDay = new DateTime(2014, 9, 11);
DateTime maturity = new DateTime(2015, 1, 1);
decimal expectedValue = (decimal)964.799099;
decimal errorRange = (decimal)0.001;
LTN bond = new LTN(faceValue, rate, maturity);
bond.CurrentDate = currentDay;
decimal diference = Math.Abs(bond.NPV() - expectedValue);
Assert.IsTrue(diference < errorRange);
}