public void Coupnum_ShouldReturnNumberOfDays_ActualActual()
{
// No need for tests per DayCountBasis here.
var settlement = new DateTime(2016, 02, 01);
var maturity = new DateTime(2019, 3, 15);
var func = new CoupnumImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_Actual),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_Actual),
4,
DayCountBasis.Actual_Actual
);
var result = func.GetCoupnum();
Assert.AreEqual(13d, result.Result);
settlement = new DateTime(2018, 12, 01);
maturity = new DateTime(2019, 5, 31);
func = new CoupnumImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_Actual),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_Actual),
2,
DayCountBasis.Actual_Actual
);
result = func.GetCoupnum();
Assert.AreEqual(1d, result.Result);
}
protected override FinanceCalcResult <int> ExecuteFunction(FinancialDay settlementDate, FinancialDay maturityDate, int frequency, DayCountBasis basis = DayCountBasis.US_30_360)
{
var impl = new CoupnumImpl(settlementDate, maturityDate, frequency, basis);
return(impl.GetCoupnum());
}
