public void testForwardRateDayCounter()
{
CommonVars vars = new CommonVars();
DayCounter d = new ActualActual();
DayCounter d1 = new Actual360();
vars.termStructure = new PiecewiseYieldCurve <Discount, LogLinear>(vars.settlementDays,
vars.calendar, vars.instruments, d);
InterestRate ir = vars.termStructure.forwardRate(vars.settlement, vars.settlement + 30, d1, Compounding.Simple);
if (ir.dayCounter().name() != d1.name())
{
QAssert.Fail("PiecewiseYieldCurve forwardRate dayCounter error" +
" Actual daycounter : " + vars.termStructure.dayCounter().name() +
" Expetced DayCounter : " + d1.name());
}
}
