calculation-test-cases.FloatingAmount.ACT_360.json Maven / Gradle / Ivy

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[ {
  "calculation" : "FloatingAmount",
  "name": "Floating Amount Act/360 Case 1",
  "input": {
    "effectiveDate": "2018-03-22",
    "terminationDate": "2018-06-22",
    "businessDate": "2018-06-21",
    "dayCountConvention": "ACT/360",
    "notional": 50000000,
    "rate": 0.0224814,
    "currency": "EUR",
    "period": "Y",
    "periodMultiplier": "1"
  },
  "expected" : {
    "dayCountFraction": 0.25556,
    "days": 92,
    "amount": 287262.33
  }
}
]