public void AdditiveMethod_CalculatesFactorsCorrectly()
{
FactorBasedMethod additiveMethod = TestObjectBuilder.CreateAdditiveMethod();
IEnumerable <decimal> factors = new List <decimal>()
{
0.243m, 0.222m, 0.154m, 0.142m, 0.09m, 0.037m
};
bool calculatedCorrectly = additiveMethod.Factors
.Zip(factors, (x, y) => Math.Abs(x - Math.Round(y, 3)) <= 0.001m)
.Aggregate(true, (x, y) => x && y);
Assert.IsTrue(calculatedCorrectly);
}
public void AdditiveMethod_CalculatesCashflowsCorrectly()
{
IReservingMethod additiveMethod = TestObjectBuilder.CreateAdditiveMethod();
IEnumerable <decimal> cashflows = new List <decimal>()
{
4379.85m, 2978.89m, 2009.11m, 997.15m, 303.4m
};
bool calculatedCorrectly = additiveMethod.Cashflows()
.Zip(cashflows, (x, y) => Math.Abs(x - Math.Round(y, 2)) <= 0.01m)
.Aggregate(true, (x, y) => x && y);
Assert.IsTrue(calculatedCorrectly);
}
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 AdditiveMethod_CalculatesReservesCorrectly()
{
IReservingMethod additiveMethod = TestObjectBuilder.CreateAdditiveMethod();
IEnumerable <decimal> reserves = new List <decimal>()
{
0m, 166.5m, 675.59m, 1615.69m, 2919.53m, 5291.09m
};
bool calculatedCorrectly = additiveMethod.Reserves()
.Zip(reserves, (x, y) => Math.Abs(x - Math.Round(y, 2)) <= 0.01m)
.Aggregate(true, (x, y) => x && y);
Assert.IsTrue(calculatedCorrectly);
}
public void AdditiveMethod_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, 4010.5m
}, 1);
projection.SetRow(new List <decimal>()
{
1265m, 2433m, 3233m, 3977m, 4456.49m, 4652.59m
}, 2);
projection.SetRow(new List <decimal>()
{
1490m, 2873m, 3880m, 4730.87m, 5273.69m, 5495.69m
}, 3);
projection.SetRow(new List <decimal>()
{
1725m, 3261m, 4322.48m, 5300.98m, 5925.23m, 6180.53m
}, 4);
projection.SetRow(new List <decimal>()
{
1889m, 3710.51m, 4971.98m, 6134.84m, 6876.69m, 7180.09m
}, 5);
bool calculatedCorrectly = true;
IReservingMethod additiveMethod = TestObjectBuilder.CreateAdditiveMethod();
for (int i = 0; i < additiveMethod.Projection.Periods; i++)
{
IEnumerable <decimal> row = additiveMethod.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);
}
public void CapeCod_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, 4044.24m
}, 1);
projection.SetRow(new List <decimal>()
{
1265m, 2433m, 3233m, 3977m, 4401.51m, 4637.36m
}, 2);
projection.SetRow(new List <decimal>()
{
1490m, 2873m, 3880m, 4734.37m, 5214.95m, 5481.94m
}, 3);
projection.SetRow(new List <decimal>()
{
1725m, 3261m, 4427.75m, 5410.27m, 5962.94m, 6269.98m
}, 4);
projection.SetRow(new List <decimal>()
{
1889m, 3567.48m, 4954.05m, 6121.69m, 6778.49m, 7143.37m
}, 5);
bool calculatedCorrectly = true;
IReservingMethod capeCod = TestObjectBuilder.CreateCapeCodMethod();
for (int i = 0; i < capeCod.Projection.Periods; i++)
{
IEnumerable <decimal> row = capeCod.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);
}
public void BornhuetterFerguson_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, 4043.05m
}, 1);
projection.SetRow(new List <decimal>()
{
1265m, 2433m, 3233m, 3977m, 4390.82m, 4620.72m
}, 2);
projection.SetRow(new List <decimal>()
{
1490m, 2873m, 3880m, 4785.28m, 5294.5m, 5577.4m
}, 3);
projection.SetRow(new List <decimal>()
{
1725m, 3261m, 4441.66m, 5435.9m, 5995.16m, 6305.86m
}, 4);
projection.SetRow(new List <decimal>()
{
1889m, 3343.75m, 4545.5m, 5557.5m, 6126.75m, 6443m
}, 5);
bool calculatedCorrectly = true;
IReservingMethod bornhuetterFerguson = TestObjectBuilder.CreateBornhuetterFergusonMethod();
for (int i = 0; i < bornhuetterFerguson.Projection.Periods; i++)
{
IEnumerable <decimal> row = bornhuetterFerguson.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);
}
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);
}