tests/testthat/test-daycount.R

In wilsonfreitas/R-fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

# context('daycount class')

test_that("it should create a daycount object", {
  dc <- daycount("actual/360")
  expect_s4_class(dc, "Daycount")
  expect_true(as.character(dc) == "actual/360")
})

test_that("it should test daycount dib", {
  dc <- daycount("actual/360")
  expect_true(dib(dc) == 360)
})

# test_that("it should raise an error", {
#   expect_error(as.daycount('actual'), 'Unknown daycount: actual')
# })

test_that("it should call toyears with a fixed period", {
  dc <- daycount("actual/360")
  # day ----
  t1 <- term(1, "day")
  t <- todays(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "day")
  expect_equal(as.numeric(t), 1)
  t <- tomonths(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "month")
  expect_equal(as.numeric(t), 1 / 30)
  t <- toyears(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "year")
  expect_equal(as.numeric(t), 1 / 360)
  # month ----
  t1 <- term(1, "month")
  t <- todays(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "day")
  expect_equal(as.numeric(t), 30)
  t <- tomonths(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "month")
  expect_equal(as.numeric(t), 1)
  t <- toyears(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "year")
  expect_equal(as.numeric(t), 1 / 12)
  # year ----
  t1 <- term(1, "year")
  t <- todays(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "day")
  expect_equal(as.numeric(t), 360)
  t <- tomonths(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "month")
  expect_equal(as.numeric(t), 12)
  t <- toyears(dc, t1)
  expect_s4_class(t, "Term")
  expect_equal(t@units, "year")
  expect_equal(as.numeric(t), 1)
})

test_that("it should coerce a daycount to character", {
  expect_equal(as(daycount("actual/365"), "character"), "actual/365")
})

test_that("it should raise an error for invalid specification", {
  expect_error(daycount("actual"))
})

# test_that("it should convert days to years term", {
#   dc <- as.daycount('actual/360')
#   expect_equal(as.term(dc, '10 days', 'years'), as.term(10/360, 'years'))
#   expect_equal(as.term(dc, '10 days', 'months'), as.term(10/30, 'months'))
#   expect_equal(as.term(dc, '2 years', 'days'), as.term(360*2, 'days'))
#   expect_equal(as.term(dc, '10 months', 'days'), as.term(300, 'days'))
#   expect_equal(as.term(dc, '2 years', 'months'), as.term(24, 'months'))
#   expect_equal(as.term(dc, '10 months', 'years'), as.term(10/12, 'years'))
# })
#
# test_that('it should test fixed period day counts', {
#   dc <- as.daycount('fixed/22')
#   expect_equal(dib(dc), 22)
# })