public void testHashCode()
{
Vector vector = new Vector(Data);
QAssert.AreEqual(vector.GetHashCode(), vector.GetHashCode());
QAssert.AreEqual(vector.GetHashCode(),
new Vector(new List <double>()
{
1, 2, 3, 4, 5
}).GetHashCode());
QAssert.AreNotEqual(vector.GetHashCode(), new Vector(new List <double>()
{
1
}).GetHashCode());
}
public void testInterpolatedZeroCurveWithRefDateAndTenorDates()
{
CommonVars vars = new CommonVars();
// Create the interpolated curve
var refDate = new Date(1, 10, 2015);
var dates = new List <Date>()
{
new Date(30, 12, 2015),
new Date(30, 3, 2016),
new Date(30, 9, 2016),
new Date(29, 9, 2017),
new Date(28, 9, 2018),
new Date(30, 9, 2019),
new Date(30, 9, 2020),
new Date(30, 9, 2021),
new Date(30, 9, 2022),
new Date(29, 9, 2023),
new Date(30, 9, 2024),
new Date(30, 9, 2025),
new Date(30, 9, 2030),
new Date(28, 9, 2035),
new Date(29, 9, 2045),
};
var yields = new List <double>()
{
-0.002558362,
-0.002478462,
-0.00248845,
-0.002498437,
-0.00196903,
-0.001219628,
-0.000209989,
0.000940221,
0.00220121,
0.003493045,
0.004785712,
0.00602906,
0.010909594,
0.013132837,
0.01403893
};
var curve = new InterpolatedZeroCurve <Linear>(dates,
yields,
new ActualActual(ActualActual.Convention.ISMA),
new Linear(),
Compounding.Continuous,
Frequency.Annual, refDate);
Dictionary <Date, double> tenors2 = new Dictionary <Date, double>
{
{ new Date(30, 12, 2015), -0.002558362 },
{ new Date(30, 3, 2016), -0.002478462 },
{ new Date(30, 9, 2016), -0.00248845 },
{ new Date(29, 9, 2017), -0.002498437 },
{ new Date(28, 9, 2018), -0.00196903 },
{ new Date(30, 9, 2019), -0.001219628 },
{ new Date(30, 9, 2020), -0.000209989 },
{ new Date(30, 9, 2021), 0.000940221 },
{ new Date(30, 9, 2022), 0.00220121 },
{ new Date(29, 9, 2023), 0.003493045 },
{ new Date(30, 9, 2024), 0.004785712 },
{ new Date(30, 9, 2025), 0.00602906 },
{ new Date(30, 9, 2030), 0.010909594 },
{ new Date(28, 9, 2035), 0.013132837 },
{ new Date(29, 9, 2045), 0.01403893 }
};
// Make sure the points come back as expected
var tenors = new[] { 0.25, 0.5, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 15.0, 20.0, 30.0 };
for (int i = 0; i < tenors.Length; i++)
{
var test = curve.interpolation_.value(tenors[i], true);
QAssert.AreEqual(yields[i], test);
}
QAssert.AreNotEqual(yields[0], curve.interpolation_.value(0.0, true));
}
