tests/testthat/testpv.R

In unpiexwill/UNPIE_BACK_END: UNPIE Understanding Pensions In Europe

context("Test the present value of an single payment (pv) and annuity payments (spending) made in the future")

test_that("1 test that start of a timeseries is set correct with timeseries on inflation but not rate", {
  fv = -10000
  r1=0.02
  r2=ts(rep(0.02,30),start = 2000)
  nper=30
  infl = ts(rep(0.02,30),start = 2000)
  res = pv(r1,infl,nper,fv)-pv(r2,infl,nper,fv)
  expect_identical(res,ts(rep(0,30),start =2000))
})

test_that("2 test that start of a timeseries is set correct with timeseries on inflation but not rate", {
  fv = -123654
  r1=0.02
  nper=30
  infl = ts(rep(0.02,30),start = 2000)
  res = pv(r1,infl,nper,fv)
  true= ts(c(118852.364475201830,114237.182309882584,109801.213292851375,105537.498359142046,
             101439.348672762455,97500.335133374130,93714.278290440328,90075.238649019928,
             86577.507351999157,83215.597224143741,79984.234163921312,76878.348869589885,
             73893.068886572350,71023.710963641250,68265.773705921994,65614.930513189145,
             63067.022792377109,60618.053433657347,58264.180539847519,56001.711399315180,
             53827.096692921165,51736.924925914223,49727.917076042118,47796.921449482994,
             45940.908736527294,44156.967259253455,42442.298403742265,40794.212229663841,
             39210.123250349716,37687.546376729828),start=2000)
  expect_identical(res,true)
})

test_that("3 test that start of a timeseries is set correct with timeseries on pmt ", {
  fv = -123654
  pmt=ts(rep(-1000,30),start = 2000)
  r1=0.04
  nper=30
  infl = ts(rep(0.02,30),start = 2000)
  res = pv(r1,infl,nper,fv,pmt)
  true= ts(c(117528.280542986424, 111771.786681954356, 106362.658913504405, 101280.317434171331,
             96505.387762685205,  92019.630664880766,  87805.876133121885,  83847.961186388420,
             80130.671270632956,  76639.685051700159,  73361.522405059630,  70283.495417871411,
             67393.662229526177,  64680.783546812636,  62134.281679300271,  59744.201949418959,
             57501.176340098071,  55396.389250727923,  53421.545239651459,  51568.838638411369,
             49830.924929591558,  48200.893786324697,  46672.243677412698,  45238.857947543125,
             43894.982287303043,  42635.203512609405,  41454.429577810282,  40347.870751079048,
             39311.021884840709,  38339.645717849293),start=2000)
  expect_identical(res,true)
})

test_that("3 test both pmt and fv ", {
  fv = -123654
  pmt=-1000
  r1=0.04
  nper=30
  infl = ts(rep(0.02,30),start = 2000)
  res = pv(r1,infl,nper,fv,pmt)
  true= ts(c(117528.280542986424, 111771.786681954356, 106362.658913504405, 101280.317434171331,
             96505.387762685205,  92019.630664880766,  87805.876133121885,  83847.961186388420,
             80130.671270632956,  76639.685051700159,  73361.522405059630,  70283.495417871411,
             67393.662229526177,  64680.783546812636,  62134.281679300271,  59744.201949418959,
             57501.176340098071,  55396.389250727923,  53421.545239651459,  51568.838638411369,
             49830.924929591558,  48200.893786324697,  46672.243677412698,  45238.857947543125,
             43894.982287303043,  42635.203512609405,  41454.429577810282,  40347.870751079048,
             39311.021884840709,  38339.645717849293),start=2000)
  expect_identical(res,true)
})