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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include "period.hpp"
#include "ql/time/period.hpp"
using namespace QuantLib;
using namespace boost::unit_test_framework;
void PeriodTest::testYearsMonthsAlgebra() {
BOOST_MESSAGE("Testing period algebra on years/months...");
Period OneYear(1, Years);
Period SixMonths(6, Months);
Period ThreeMonths(3, Months);
Integer n = 4;
if (OneYear/n!=ThreeMonths)
BOOST_ERROR("division error: " << OneYear << "/" << n <<
" not equal to " << ThreeMonths);
n = 2;
if (OneYear/n!=SixMonths)
BOOST_ERROR("division error: " << OneYear << "/" << n <<
" not equal to " << SixMonths);
Period sum=ThreeMonths;
sum+=SixMonths;
if (sum!=Period(9, Months))
BOOST_ERROR("sum error: " << ThreeMonths <<
" + " << SixMonths <<
" != " << Period(9, Months));
sum+=OneYear;
if (sum!=Period(21, Months))
BOOST_ERROR("sum error: " << ThreeMonths <<
" + " << SixMonths <<
" + " << OneYear <<
" != " << Period(21, Months));
Period TwelveMonths(12, Months);
if (TwelveMonths.length()!=12)
BOOST_ERROR("normalization error: TwelveMonths.length()" <<
" is " << TwelveMonths.length() <<
" instead of 12");
if (TwelveMonths.units()!=Months)
BOOST_ERROR("normalization error: TwelveMonths.units()" <<
" is " << TwelveMonths.units() <<
" instead of " << Months);
Period NormalizedTwelveMonths(12, Months);
NormalizedTwelveMonths.normalize();
if (NormalizedTwelveMonths.length()!=1)
BOOST_ERROR("normalization error: NormalizedTwelveMonths.length()" <<
" is " << NormalizedTwelveMonths.length() <<
" instead of 1");
if (NormalizedTwelveMonths.units()!=Years)
BOOST_ERROR("normalization error: NormalizedTwelveMonths.units()" <<
" is " << NormalizedTwelveMonths.units() <<
" instead of " << Years);
}
void PeriodTest::testWeeksDaysAlgebra() {
BOOST_MESSAGE("Testing period algebra on weeks/days...");
Period TwoWeeks(2, Weeks);
Period OneWeek(1, Weeks);
Period ThreeDays(3, Days);
Period OneDay(1, Days);
Integer n = 2;
if (TwoWeeks/n!=OneWeek)
BOOST_ERROR("division error: " << TwoWeeks << "/" << n <<
" not equal to " << OneWeek);
n = 7;
if (OneWeek/n!=OneDay)
BOOST_ERROR("division error: " << OneWeek << "/" << n <<
" not equal to " << OneDay);
Period sum=ThreeDays;
sum+=OneDay;
if (sum!=Period(4, Days))
BOOST_ERROR("sum error: " << ThreeDays <<
" + " << OneDay <<
" != " << Period(4, Days));
sum+=OneWeek;
if (sum!=Period(11, Days))
BOOST_ERROR("sum error: " << ThreeDays <<
" + " << OneDay <<
" + " << OneWeek <<
" != " << Period(11, Days));
Period SevenDays(7, Days);
if (SevenDays.length()!=7)
BOOST_ERROR("normalization error: SevenDays.length()" <<
" is " << SevenDays.length() <<
" instead of 7");
if (SevenDays.units()!=Days)
BOOST_ERROR("normalization error: SevenDays.units()" <<
" is " << SevenDays.units() <<
" instead of " << Days);
Period NormalizedSevenDays(7, Days);
NormalizedSevenDays.normalize();
if (NormalizedSevenDays.length()!=1)
BOOST_ERROR("normalization error: NormalizedSevenDays.length()" <<
" is " << NormalizedSevenDays.length() <<
" instead of 1");
if (NormalizedSevenDays.units()!=Weeks)
BOOST_ERROR("normalization error: NormalizedSevenDays.units()" <<
" is " << NormalizedSevenDays.units() <<
" instead of " << Weeks);
}
test_suite* PeriodTest::suite() {
test_suite* suite = BOOST_TEST_SUITE("Period tests");
suite->add(BOOST_TEST_CASE(&PeriodTest::testYearsMonthsAlgebra));
suite->add(BOOST_TEST_CASE(&PeriodTest::testWeeksDaysAlgebra));
return suite;
}
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