Nothing
library(valuer)
context("GMAB tests")
test_that("GMAB methods work", {
rollup <- payoff_rollup$new(premium = 100, constant_parameters$new(0.01))
begin <- timeDate::timeDate("2016-01-01")
end <- timeDate::timeDate("2020-12-31")
age <- 60
fee <- constant_parameters$new(0.02)
penalty <- penalty_class$new(type = 1, const = 0.01)
contract <- GMAB$new(rollup, t0 = begin, t = end, age = age, fee = fee, penalty = penalty)
engine <- va_bs_engine$new(contract, constant_parameters$new(0.03), c1=90.43, c2=10.36,
spot = 100,
volatility=constant_parameters$new(0.2),
dividends= constant_parameters$new(0.0))
engine$simulate_financial_paths(10)
y <- engine$get_fund(1)
expect_is(contract$survival_benefit_times(), "integer")
expect_is(contract$cash_flows(y, engine$death_time()), "numeric")
the_gatherer <- mc_gatherer$new()
expect_silent(engine$do_static(the_gatherer, 10, simulate=FALSE))
expect_silent(engine$do_mixed(the_gatherer, 10, simulate=FALSE))
})
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