# Shared test fixtures # Realistic US Treasury yields (normal curve) make_us_yields <- function() { list( maturities = c(0.25, 0.5, 1, 2, 3, 5, 7, 10, 20, 30), rates = c(0.052, 0.050, 0.048, 0.045, 0.043, 0.042, 0.041, 0.040, 0.042, 0.043) ) } # Flat yield curve make_flat_yields <- function() { list( maturities = c(1, 2, 5, 10, 30), rates = rep(0.04, 5) ) } # Inverted yield curve make_inverted_yields <- function() { list( maturities = c(0.25, 0.5, 1, 2, 5, 10, 30), rates = c(0.055, 0.054, 0.052, 0.048, 0.043, 0.040, 0.038) ) } # Simple 4-point curve for quick tests make_simple_yields <- function() { list( maturities = c(2, 5, 10, 30), rates = c(0.045, 0.042, 0.040, 0.043) ) }