tests/testthat/test.get.rates.R

In Yuanchu/creditr: Credit Default Swap

context("Test get.rates")

test_that("test for get.rates",{
  ## US treasury yield curve from April 15, 2014
   truth.1 <- c(0.001517, 
               0.001923,
               0.002287,
               0.003227,
               0.005465,
               0.005105,
               0.009265,
               0.013470,
               0.017150,
               0.020160,
               0.022630,
               0.024580,
               0.026265,
               0.027590,
               0.029715,
               0.031820,
               0.033635,
               0.034420,
               0.034780)
  
  #rates column from the package's getRates function
  
  rates <- get.rates(date = as.Date("2014-04-15"), currency = "USD")$rate
 
  stopifnot(all.equal(truth.1, rates))
})