|
|
Steps
|
Outcome |
|
|
|
|
|
SUCCESS |
020ms |
|
|
Given the dates 2003-11-01 and 2004-05-01
|
SUCCESS |
004ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
|
|
|
Then the year fraction should be 0.49772438
|
SUCCESS |
010ms |
|
|
|
|
ERROR |
019ms |
|
|
Given the dates 1999/02-01 and 2000-07-01
|
ERROR |
005ms |
| |
errors.ParsingError: The dates should be in ISO 8601 format
|
|
|
When the ActualActual(ISDA) day count convention is used
|
SKIPPED |
004ms |
|
|
Then the year fraction should be 1.412336253
|
SKIPPED |
003ms |
|
|
|
|
SUCCESS |
035ms |
|
|
Given the dates 2002-08-15 and 2004-01-15
|
SUCCESS |
007ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
003ms |
|
|
Then the year fraction should be 1.419073284
|
SUCCESS |
011ms |
|
|
|
|
SUCCESS |
024ms |
|
|
Given the dates 1999-07-30 and 2000-06-30
|
SUCCESS |
007ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
|
|
|
Then the year fraction should be 0.919193053
|
SUCCESS |
008ms |
|
|
|
|
SUCCESS |
033ms |
|
|
Given the dates 1999-11-30 and 2000-04-30
|
SUCCESS |
005ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
004ms |
|
|
Then the year fraction should be 0.415540085
|
SUCCESS |
015ms |
|
|
|
|
SUCCESS |
033ms |
|
|
Given the dates 2006-01-31 and 2006-02-28
|
SUCCESS |
009ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.076712329
|
SUCCESS |
013ms |
|
|
|
|
SUCCESS |
041ms |
|
|
Given the dates 2006-01-30 and 2006-02-28
|
SUCCESS |
005ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.079452055
|
SUCCESS |
026ms |
|
|
|
|
SUCCESS |
040ms |
|
|
Given the dates 2006-02-28 and 2006-03-03
|
SUCCESS |
009ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 0.008219178
|
SUCCESS |
018ms |
|
|
|
|
SUCCESS |
033ms |
|
|
Given the dates 2006-02-14 and 2006-02-28
|
SUCCESS |
010ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.038356164
|
SUCCESS |
014ms |
|
|
|
|
SUCCESS |
034ms |
|
|
Given the dates 2006-09-30 and 2006-10-31
|
SUCCESS |
007ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
006ms |
|
|
Then the year fraction should be 0.084931507
|
SUCCESS |
012ms |
|
|
|
|
SUCCESS |
031ms |
|
|
Given the dates 2006-10-31 and 2006-11-28
|
SUCCESS |
008ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.076712329
|
SUCCESS |
014ms |
|
|
|
|
FAILURE |
036ms |
|
|
Given the dates 2007-08-31 and 2008-02-28
|
SUCCESS |
007ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.495890411
|
FAILURE |
018ms |
| |
java.lang.AssertionError:
Expecting actual:
0.495890411
to be close to:
0.4954562467250543
by less than 1.0E-5 but difference was 4.341642749457E-4.
(a difference of exactly 1.0E-5 being considered valid)
frm.steps.date_time.dcc.DayCountConventionStepDefinitions.yearFraction(DayCountConventionStepDefinitions.java:33)
✽.the year fraction should be 0.495890411(file:///C:/Arc/value/src/test/resources/features/date_time/year_fractions/actual_atual_isda.feature:76)
|
|
|
|
|
SUCCESS |
025ms |
|
|
Given the dates 2008-02-28 and 2008-08-28
|
SUCCESS |
006ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 0.49726776
|
SUCCESS |
011ms |
|
|
|
|
SUCCESS |
023ms |
|
|
Given the dates 2008-02-28 and 2008-08-30
|
SUCCESS |
003ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 0.50273224
|
SUCCESS |
012ms |
|
|
|
|
SUCCESS |
017ms |
|
|
Given the dates 2008-02-28 and 2008-08-31
|
SUCCESS |
005ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
|
|
|
Then the year fraction should be 0.505464481
|
SUCCESS |
007ms |
|
|
|
|
FAILURE |
030ms |
|
|
Given the dates 2007-02-28 and 2008-02-28
|
SUCCESS |
004ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 1.00000000
|
FAILURE |
017ms |
| |
java.lang.AssertionError:
Expecting actual:
1.0
to be close to:
0.9995658357661501
by less than 1.0E-5 but difference was 4.341642338499E-4.
(a difference of exactly 1.0E-5 being considered valid)
frm.steps.date_time.dcc.DayCountConventionStepDefinitions.yearFraction(DayCountConventionStepDefinitions.java:33)
✽.the year fraction should be 1.00000000(file:///C:/Arc/value/src/test/resources/features/date_time/year_fractions/actual_atual_isda.feature:76)
|
|
|
|
|
FAILURE |
045ms |
|
|
Given the dates 2007-02-28 and 2008-02-29
|
SUCCESS |
005ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 1.001367989
|
FAILURE |
017ms |
| |
java.lang.AssertionError:
Expecting actual:
1.001367989
to be close to:
1.0022980762033087
by less than 1.0E-5 but difference was 9.300872033087E-4.
(a difference of exactly 1.0E-5 being considered valid)
frm.steps.date_time.dcc.DayCountConventionStepDefinitions.yearFraction(DayCountConventionStepDefinitions.java:33)
✽.the year fraction should be 1.001367989(file:///C:/Arc/value/src/test/resources/features/date_time/year_fractions/actual_atual_isda.feature:76)
|
|
|
|
|
FAILURE |
028ms |
|
|
Given the dates 2008-02-29 and 2009-02-28
|
SUCCESS |
003ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
002ms |
|
|
Then the year fraction should be 0.99726776
|
FAILURE |
011ms |
| |
java.lang.AssertionError:
Expecting actual:
0.99726776
to be close to:
0.9977019237966914
by less than 1.0E-5 but difference was 4.341637966914E-4.
(a difference of exactly 1.0E-5 being considered valid)
frm.steps.date_time.dcc.DayCountConventionStepDefinitions.yearFraction(DayCountConventionStepDefinitions.java:33)
✽.the year fraction should be 0.99726776(file:///C:/Arc/value/src/test/resources/features/date_time/year_fractions/actual_atual_isda.feature:76)
|
|
|
|
|
SUCCESS |
016ms |
|
|
Given the dates 2008-02-29 and 2008-03-30
|
SUCCESS |
002ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 0.081967213
|
SUCCESS |
009ms |
|
|
|
|
SUCCESS |
018ms |
|
|
Given the dates 2008-02-29 and 2008-03-31
|
SUCCESS |
005ms |
|
|
When the ActualActual(ISDA) day count convention is used
|
SUCCESS |
001ms |
|
|
Then the year fraction should be 0.084699454
|
SUCCESS |
006ms |
|
|
ERROR |
0.78s |
