public void TestMirrBasic()
{
Mirr mirr = new Mirr();
double mirrValue;
double financeRate = 0.12;
double reinvestRate = 0.1;
double[] values = { -120000d, 39000d, 30000d, 21000d, 37000d, 46000d, reinvestRate, financeRate };
try
{
mirrValue = mirr.Evaluate(values);
}
catch (EvaluationException e)
{
throw new AssertFailedException("MIRR should not failed with these parameters" + e);
}
Assert.AreEqual(0.126094130366, mirrValue, 0.0000000001, "mirr");
reinvestRate = 0.05;
financeRate = 0.08;
values = new double[] { -7500d, 3000d, 5000d, 1200d, 4000d, reinvestRate, financeRate };
try
{
mirrValue = mirr.Evaluate(values);
}
catch (EvaluationException e)
{
throw new AssertFailedException("MIRR should not failed with these parameters" + e);
}
Assert.AreEqual(0.18736225093, mirrValue, 0.0000000001, "mirr");
reinvestRate = 0.065;
financeRate = 0.1;
values = new double[] { -10000, 3400d, 6500d, 1000d, reinvestRate, financeRate };
try
{
mirrValue = mirr.Evaluate(values);
}
catch (EvaluationException e)
{
throw new AssertFailedException("MIRR should not failed with these parameters" + e);
}
Assert.AreEqual(0.07039493966, mirrValue, 0.0000000001, "mirr");
reinvestRate = 0.07;
financeRate = 0.01;
values = new double[] { -10000d, -3400d, -6500d, -1000d, reinvestRate, financeRate };
try
{
mirrValue = mirr.Evaluate(values);
}
catch (EvaluationException e)
{
throw new AssertFailedException("MIRR should not failed with these parameters" + e);
}
Assert.AreEqual(-1, mirrValue, 0.0, "mirr");
}
public void TestMirrErrors_expectDIV0()
{
Mirr mirr = new Mirr();
double reinvestRate = 0.05;
double financeRate = 0.08;
double[] incomes = { 120000d, 39000d, 30000d, 21000d, 37000d, 46000d, reinvestRate, financeRate };
try
{
mirr.Evaluate(incomes);
}
catch (EvaluationException e)
{
Assert.AreEqual(ErrorEval.DIV_ZERO, e.GetErrorEval());
return;
}
throw new AssertFailedException("MIRR should failed with all these positives values");
}