public void Coupncd_ShouldReturnCorrectDate_ActualActual()
{
// No need for tests per DayCountBasis here.
var settlement = new DateTime(2017, 02, 01);
var maturity = new DateTime(2020, 05, 31);
var func = new CoupncdImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_Actual),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_Actual),
4,
DayCountBasis.Actual_Actual
);
var result = func.GetCoupncd();
Assert.AreEqual(new System.DateTime(2017, 2, 28), result.Result);
settlement = new DateTime(2016, 02, 01);
maturity = new DateTime(2019, 5, 31);
func = new CoupncdImpl(
FinancialDayFactory.Create(settlement, DayCountBasis.Actual_Actual),
FinancialDayFactory.Create(maturity, DayCountBasis.Actual_Actual),
4,
DayCountBasis.Actual_Actual
);
result = func.GetCoupncd();
Assert.AreEqual(new System.DateTime(2016, 2, 29), result.Result);
}
protected override FinanceCalcResult <System.DateTime> ExecuteFunction(FinancialDay settlementDate, FinancialDay maturityDate, int frequency, DayCountBasis basis = DayCountBasis.US_30_360)
{
var impl = new CoupncdImpl(settlementDate, maturityDate, frequency, basis);
return(impl.GetCoupncd());
}