public void UnadjustedDateNoOfPeriodsFromTermination()
{
const int cCouponPeriods = 1;
DateTime endDate = new DateTime(2010, 01, 5);
Period periodInterval = PeriodHelper.Parse("6M");
CalculationPeriodSchedule cps = new CalculationPeriodSchedule();
List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateScheduleFromTermDate(endDate, periodInterval, cCouponPeriods);
Assert.AreEqual(unadjustedCalcPeriods.Count, cCouponPeriods);
Assert.IsFalse(cps.HasFinalStub);
Assert.IsFalse(cps.HasInitialStub);
}
public void ShortFinalStubSpecifiedFromTermination()
{
DateTime startDate = new DateTime(2007, 01, 5);
DateTime endDate = new DateTime(2010, 01, 5);
RollConventionEnum rollConvention = RollConventionEnum.Item12;
CalculationPeriodFrequency periodFrequency = CalculationPeriodFrequencyHelper.Parse("3M", rollConvention.ToString());
Period periodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
CalculationPeriodSchedule cps = new CalculationPeriodSchedule();
DateTime lastRegularPeriodEndDate = new DateTime(2009, 8, 12);
List <CalculationPeriod> unadjustedCalcPeriods = cps.GetUnadjustedCalculationDateScheduleFromTermDate(startDate, endDate, periodInterval, lastRegularPeriodEndDate, rollConvention, StubPeriodTypeEnum.ShortFinal);
Assert.AreEqual(unadjustedCalcPeriods.Count, 13);
Assert.IsTrue(cps.HasFinalStub);
Assert.IsTrue(cps.HasInitialStub);
Assert.IsTrue(CalculationPeriodHelper.IsShortStub(unadjustedCalcPeriods[unadjustedCalcPeriods.Count - 1], cps.PeriodInterval));
}
