yearfrac 0.2.0

Year fruction calculator for Rust
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98

use chrono::NaiveDate;
use yearfrac::DayCountConvention;

#[test]
fn test_accuracy() {
    let delta = 1e-9;

    let start = NaiveDate::from_ymd(1978, 2, 28);
    let end = NaiveDate::from_ymd(2020, 5, 17);
    let yf = DayCountConvention::from_int(0)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.21388888889).abs() < delta);
    let yf = DayCountConvention::default().yearfrac(start, end);
    assert!((yf - 42.21388888889).abs() < delta);
    let yf = DayCountConvention::from_int(1)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.21424933147).abs() < delta);
    let yf = DayCountConvention::from_int(2)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.83055555556).abs() < delta);
    let yf = DayCountConvention::from_int(3)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.24383561644).abs() < delta);
    let yf = DayCountConvention::from_int(4)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.21944444444).abs() < delta);

    let start = NaiveDate::from_ymd(1993, 12, 2);
    let end = NaiveDate::from_ymd(2022, 4, 18);
    let yf = DayCountConvention::from_str("nasd30/360")
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 28.37777777778).abs() < delta);
    let yf = DayCountConvention::default().yearfrac(start, end);
    assert!((yf - 28.37777777778).abs() < delta);
    let yf = DayCountConvention::from_str("act/act")
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 28.37638039609).abs() < delta);
    let yf = DayCountConvention::from_str("act360")
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 28.78888888889).abs() < delta);
    let yf = DayCountConvention::from_str("act365")
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 28.39452054795).abs() < delta);
    let yf = DayCountConvention::from_str("eur30/360")
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 28.37777777778).abs() < delta);
}

#[test]
#[should_panic]
fn test_bad_input_str() {
    DayCountConvention::from_str("wrongvalue").unwrap();
}

/*
#[test]
#[should_panic]
fn test_bad_dates () {
    let start = NaiveDate::from_ymd(2032, 4, 28);
    let end = NaiveDate::from_ymd(2022, 5, 17);
    DayCountConvention::from_str("act/act").unwrap()
    .yearfrac(start, end);
}
*/

#[test]
fn test_start_after_end() {
    let delta = 1e-9;

    let end = NaiveDate::from_ymd(1978, 2, 28);
    let start = NaiveDate::from_ymd(2020, 5, 17);
    let yf = DayCountConvention::from_int(0)
        .unwrap()
        .yearfrac(start, end);
    assert!((yf - 42.21388888889).abs() < delta);
}

#[test]
fn test_yearfrac_signed() {
    let delta = 1e-9;

    let end = NaiveDate::from_ymd(1978, 2, 28);
    let start = NaiveDate::from_ymd(2020, 5, 17);
    let yf = DayCountConvention::from_int(0)
        .unwrap()
        .yearfrac_signed(start, end);
    assert!((yf + 42.21388888889).abs() < delta);
}