@@ -51,3 +51,31 @@ module SpotTests =
5151 tryTBillPrice sd md disc
5252 ==>
5353 lazy ( Financial.TBillPrice( sd, md, disc) - 100. < PRECISION))
54+
55+ [<Test>]
56+ let ``vdb in the period should be the same as the sum by subperiods`` () =
57+ fsCheck ( fun c s len switchToStraightLine ->
58+ let start , life = 0. , 10.
59+ let cost , salvage , period = toFloat c * 1000. , toFloat s * 100. , toFloat len
60+ let p1 , p2 = period, period * 2.
61+
62+ tryVdb cost salvage life start p2 1. switchToStraightLine
63+ ==>
64+ lazy ( let inline vdb sd ed = Financial.Vdb( cost, salvage, life, sd, ed, 1. , switchToStraightLine)
65+ abs ( vdb start p1 + vdb p1 p2 - vdb start p2) < PRECISION))
66+
67+ [<Test>]
68+ let ``cumulative accrint should be the same as the sum of payments`` () =
69+ fsCheck ( fun ( issue : DateTime ) p r freq basis frac ->
70+ let par , rate = toFloat p * 1000000. , toFloat r
71+ let fd , md = issue.AddDays 30. , issue.AddYears 10
72+ let ncd = Financial.CoupNCD( fd, md, freq, basis)
73+
74+ tryAccrInt issue ncd fd rate par freq basis
75+ ==>
76+ lazy ( let inline accrint interest settlement =
77+ Financial.AccrInt( issue, interest, settlement, rate, par, freq, basis)
78+
79+ let daysTillInterest = max ( 360. / float freq * toFloat frac) 1.
80+ let interest = ncd.AddDays daysTillInterest
81+ abs ( accrint ncd fd + accrint interest ncd - accrint interest fd) < PRECISION))
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