library(lifecontingencies) context("Financial Mathematics") test_that("Annuities", { expect_equal(round(decreasingAnnuity(i = 0.03,n = 10,type = "due")*10,2), 504.63) #BOWERS P 339 }) #TODO: ADD DURATION CHECKS ex_time = seq(1,6) ex_cfs = c(rep(50,5),1050) #http://www.investinganswers.com/financial-dictionary/bonds/duration-1288 test_that("Duration", {expect_equal(round(duration(cashFlows = ex_cfs,timeIds = ex_time,i=0.05,macaulay = TRUE),2),5.33)} )