public void Coupdaybs_ShouldReturnCorrectResult_Actual_360()
{
var settlement = new DateTime(2018, 12, 01);
var maturity = new DateTime(2019, 3, 15);
var func = new CoupdaybsImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_360),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_360),
4,
DayCountBasis.Actual_360
);
var result = func.Coupdaybs();
Assert.AreEqual(77, result.Result);
settlement = new DateTime(2016, 02, 01);
maturity = new DateTime(2019, 05, 31);
func = new CoupdaybsImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_360),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_360),
2,
DayCountBasis.Actual_360
);
result = func.Coupdaybs();
Assert.AreEqual(63, result.Result);
}
protected override FinanceCalcResult <int> ExecuteFunction(FinancialDay settlementDate, FinancialDay maturityDate, int frequency, DayCountBasis basis = DayCountBasis.US_30_360)
{
var impl = new CoupdaybsImpl(settlementDate, maturityDate, frequency, basis);
return(impl.Coupdaybs());
}
