Nothing
context("aging of one guaratee contract")
library(vamc)
histFundScen <- genFundScen(fundMap, histIdxScen)
test_that("test for correctness of aging a guarantee contract", {
testPolicy <- VAPort[1, ]
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "currentDate"],
as.Date("2011-09-01"))
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue1"],
81158.12, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue2"],
85864.5, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue3"],
84559.71, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue4"],
56220.55, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue5"],
53659.12, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue6"],
83118.7, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue7"],
0, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue8"],
0, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue9"],
85163.2, tolerance = 1)
expect_equal(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2011-09-01",
cForwardCurve)[1, "fundValue10"],
71162.39, tolerance = 1)
})
test_that("test for warning message when target date is ahead of issueDate", {
testPolicy <- VAPort[1, ]
expect_warning(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2010-09-01", forwardCurve),
"No aging required. Original policy returned.")
})
test_that("test for error message when val date is later than histDates", {
testPolicy <- VAPort[1, ]
expected <- "No aging performed. Target date beyond the last date of
historical scenario date 2016-02-01"
expected <- gsub("[\r\n]", " ", expected)
expect_error(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2016-03-01", forwardCurve), expected)
})
test_that("test for error message when current date is ahead of histDates", {
testPolicy <- VAPort[1, ]
testPolicy[1, c("issueDate", "currentDate")] <- c("2001-01-01", "2001-01-01")
expected <- "No aging performed. Current date before the first date of
historical scenario date 2001-08-01"
expected <- gsub("[\r\n]", " ", expected)
expect_error(ageOnePolicy(testPolicy, mortTable, histFundScen, histDates,
1 / 12, "2014-01-01", forwardCurve), expected)
})
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