//! implements the conversion between swap dates and swap (time) length public double swapLength(Date start, Date end) { Utils.QL_REQUIRE(end > start, () => "swap end date (" + end + ") must be greater than start (" + start + ")"); double result = (end - start) / 365.25 * 12.0; // month unit result = new ClosestRounding(0).Round(result); result /= 12.0; // year unit return(result); }
public void testClosest() { for (int i = 0; i < testData.Length; i++) { int precision = testData[i].precision; ClosestRounding closest = new ClosestRounding(precision); double calculated = closest.Round(testData[i].x); double expected = testData[i].closest; if (!Utils.close(calculated, expected, 1)) Assert.Fail("Original number: " + testData[i].x + "Expected: " + expected + "Calculated: " + calculated); } }
//! implements the conversion between swap dates and swap (time) length public double swapLength(Date start, Date end) { Utils.QL_REQUIRE(end > start, "swap end date (" + end + ") must be greater than start (" + start + ")"); double result = (end - start) / 365.25 * 12.0; // month unit result = new ClosestRounding(0).Round(result); result /= 12.0; // year unit return result; }