assay
test suite

financial-securities

60 tests · 25 with documented divergences

Test Subject Formula Category DVs
accrint-semiannual ACCRINT =ACCRINT(DATE(2008,3,1), DATE(2008,8,31), DATE(2011,2,15), 0.1, 1000, 2, 0) value
accrint-annual-basis-1 ACCRINT =ACCRINT(DATE(2011,2,15), DATE(2011,8,15), DATE(2012,2,15), 0.0575, 1000, 1, 1) value
accrint-quarterly ACCRINT =ACCRINT(DATE(2011,2,15), DATE(2011,5,15), DATE(2012,2,15), 0.0575, 1000, 4, 0) value 1
accrintm-standard ACCRINTM =ACCRINTM(DATE(2011,2,15), DATE(2011,11,15), 0.0575, 1000, 0) value
accrintm-basis-1 ACCRINTM =ACCRINTM(DATE(2011,2,15), DATE(2011,11,15), 0.0575, 1000, 1) value
accrintm-short-period ACCRINTM =ACCRINTM(DATE(2011,2,15), DATE(2011,5,15), 0.065, 1000, 0) value
amorlinc-standard AMORLINC =AMORLINC(2400, DATE(2008,8,19), DATE(2008,12,31), 300, 1, 0.15, 1) value 1
amorlinc-basis-0 AMORLINC =AMORLINC(2400, DATE(2008,8,19), DATE(2008,12,31), 300, 1, 0.15, 0) value 1
coupdaybs-semiannual COUPDAYBS =COUPDAYBS(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
coupdaybs-annual-basis-1 COUPDAYBS =COUPDAYBS(DATE(2011,2,15), DATE(2021,11,15), 1, 1) value 1
coupdaybs-quarterly COUPDAYBS =COUPDAYBS(DATE(2011,2,15), DATE(2021,11,15), 4, 0) value 1
coupdays-semiannual COUPDAYS =COUPDAYS(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
coupdays-actual-basis-1 COUPDAYS =COUPDAYS(DATE(2011,2,15), DATE(2021,11,15), 2, 1) value 1
coupdays-annual COUPDAYS =COUPDAYS(DATE(2011,2,15), DATE(2021,11,15), 1, 0) value 1
coupdaysnc-semiannual COUPDAYSNC =COUPDAYSNC(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
coupdaysnc-quarterly-basis-1 COUPDAYSNC =COUPDAYSNC(DATE(2011,2,15), DATE(2021,11,15), 4, 1) value 1
coupncd-semiannual COUPNCD =COUPNCD(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
coupncd-quarterly COUPNCD =COUPNCD(DATE(2011,2,15), DATE(2021,11,15), 4, 0) value 1
coupncd-annual-basis-1 COUPNCD =COUPNCD(DATE(2011,2,15), DATE(2021,11,15), 1, 1) value 1
coupnum-semiannual COUPNUM =COUPNUM(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
coupnum-quarterly-basis-1 COUPNUM =COUPNUM(DATE(2011,2,15), DATE(2021,11,15), 4, 1) value 1
couppcd-semiannual COUPPCD =COUPPCD(DATE(2011,2,15), DATE(2021,11,15), 2, 0) value 1
couppcd-quarterly COUPPCD =COUPPCD(DATE(2011,2,15), DATE(2021,11,15), 4, 0) value 1
couppcd-annual-basis-1 COUPPCD =COUPPCD(DATE(2011,2,15), DATE(2021,11,15), 1, 1) value 1
disc-standard DISC =DISC(DATE(2011,2,15), DATE(2011,11,15), 97.975, 100, 0) value
disc-basis-1 DISC =DISC(DATE(2011,2,15), DATE(2011,11,15), 97.975, 100, 1) value
dollarde-sixteenths DOLLARDE =DOLLARDE(1.02, 16) value 1
dollarde-eighths DOLLARDE =DOLLARDE(1.1, 8) value 1
dollarde-thirty-twos DOLLARDE =DOLLARDE(1.16, 32) value
dollarfr-sixteenths DOLLARFR =DOLLARFR(1.125, 16) value 1
dollarfr-eighths DOLLARFR =DOLLARFR(1.125, 8) value 1
dollarfr-thirty-twos DOLLARFR =DOLLARFR(1.5, 32) value 1
duration-standard-bond DURATION =DURATION(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 2, 0) value
duration-annual-basis-1 DURATION =DURATION(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 1, 1) value
intrate-standard INTRATE =INTRATE(DATE(2011,2,15), DATE(2011,11,15), 1000000, 1014420, 0) value
intrate-basis-1 INTRATE =INTRATE(DATE(2011,2,15), DATE(2011,11,15), 1000000, 1014420, 1) value
mduration-standard-bond MDURATION =MDURATION(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 2, 0) value
mduration-annual-basis-1 MDURATION =MDURATION(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 1, 1) value
price-standard-bond PRICE =PRICE(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 100, 2, 0) value
price-annual-basis-1 PRICE =PRICE(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 100, 1, 1) value
price-quarterly PRICE =PRICE(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 0.065, 100, 4, 0) value
pricedisc-standard PRICEDISC =PRICEDISC(DATE(2011,2,15), DATE(2011,11,15), 0.0525, 100, 0) value
pricedisc-basis-1 PRICEDISC =PRICEDISC(DATE(2011,2,15), DATE(2011,11,15), 0.0525, 100, 1) value
pricemat-standard PRICEMAT =PRICEMAT(DATE(2011,2,15), DATE(2011,11,15), DATE(2010,11,15), 0.0575, 0.065, 0) value
pricemat-basis-1 PRICEMAT =PRICEMAT(DATE(2011,2,15), DATE(2011,11,15), DATE(2010,11,15), 0.0575, 0.065, 1) value
received-standard RECEIVED =RECEIVED(DATE(2011,2,15), DATE(2011,11,15), 1000000, 0.0575, 0) value
received-basis-1 RECEIVED =RECEIVED(DATE(2011,2,15), DATE(2011,11,15), 1000000, 0.0575, 1) value
tbilleq-standard TBILLEQ =TBILLEQ(DATE(2008,3,31), DATE(2008,6,1), 0.0914) value
tbilleq-short-maturity TBILLEQ =TBILLEQ(DATE(2011,2,15), DATE(2011,5,15), 0.065) value
tbillprice-standard TBILLPRICE =TBILLPRICE(DATE(2008,3,31), DATE(2008,6,1), 0.09) value 1
tbillprice-short-maturity TBILLPRICE =TBILLPRICE(DATE(2011,2,15), DATE(2011,5,15), 0.065) value
tbillyield-standard TBILLYIELD =TBILLYIELD(DATE(2008,3,31), DATE(2008,6,1), 98.45) value
tbillyield-short-maturity TBILLYIELD =TBILLYIELD(DATE(2011,2,15), DATE(2011,5,15), 98.5) value
yield-standard-bond YIELD =YIELD(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 95.04287, 100, 2, 0) value
yield-annual-basis-1 YIELD =YIELD(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 95.04287, 100, 1, 1) value
yield-quarterly YIELD =YIELD(DATE(2011,2,15), DATE(2021,11,15), 0.0575, 95.04287, 100, 4, 0) value
yielddisc-standard YIELDDISC =YIELDDISC(DATE(2011,2,15), DATE(2011,11,15), 94.5, 100, 0) value
yielddisc-basis-1 YIELDDISC =YIELDDISC(DATE(2011,2,15), DATE(2011,11,15), 94.5, 100, 1) value
yieldmat-standard YIELDMAT =YIELDMAT(DATE(2011,2,15), DATE(2011,11,15), DATE(2010,11,15), 0.0575, 99.2, 0) value
yieldmat-basis-1 YIELDMAT =YIELDMAT(DATE(2011,2,15), DATE(2011,11,15), DATE(2010,11,15), 0.0575, 99.2, 1) value