Nothing
context("simulated index scenario for five default indices")
library(vamc)
test_that("Test the congruence of two simulations with dT = 1 / 12", {
vol <- c(0.15, 0.20, 0.17, 0.029, 0.0061)
mCov <- diag(vol)
tmp <- tempfile()
expect_equal_to_reference(genIndexScen(mCov, 100, 360, indexNames, 1 / 12,
cForwardCurve, 1),
tmp, update = TRUE)
})
test_that("Test the congruence of two simulations with dT = 1 / 6", {
vol <- c(0.15, 0.20, 0.17, 0.029, 0.0061)
mCov <- diag(vol)
tmp <- tempfile()
expect_equal_to_reference(genIndexScen(mCov, 100, 360, indexNames, 1 / 6,
cForwardCurve, 1),
tmp, print = TRUE)
})
test_that("Test the congruence of two simulations with dT = 1", {
vol <- c(0.15, 0.20, 0.17, 0.029, 0.0061)
mCov <- diag(vol)
tmp <- tempfile()
expect_equal_to_reference(genIndexScen(mCov, 100, 360, indexNames, 1,
cForwardCurve, 1),
tmp, print = TRUE)
})
test_that("Test the ability to handle user error", {
vol <- c(0.15, 0.20, 0.17, 0.029, 0.0061)
mCov <- diag(vol)
expect_error(genIndexScen(mCov, 0, 360, indexNames, 1, cForwardCurve, 1),
"Please input a numScen and numStep greater than zero")
expect_error(genIndexScen(mCov, 100, 0, indexNames, 1, cForwardCurve, 1),
"Please input a numScen and numStep greater than zero")
expect_error(genIndexScen(mCov, 0, 0, indexNames, 1, cForwardCurve, 1),
"Please input a numScen and numStep greater than zero")
})
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.