def test_negative_K(self):
self.assertEqual(
None,
black_scholes.european_option(S=100,
K=-100,
r=0.01,
T=100,
sigma=0.01))
def test_put_price(self):
self.assertEqual(
11.1824,
black_scholes.european_option(S=100,
K=150,
r=0.01,
T=30,
sigma=0.01,
type="p"))
def test_call(self):
self.assertAlmostEqual(
0.0000,
black_scholes.european_option(S=1,
K=1000,
r=0.,
T=30,
sigma=0.01,
type="c"))
def test_call_price(self):
self.assertEqual(
25.9182,
black_scholes.european_option(S=100,
K=100,
r=0.01,
T=30,
sigma=0.01,
type="c"))
def test_no_type(self):
self.assertEqual(
None,
black_scholes.european_option(S=1000,
K=1,
r=0,
T=30,
sigma=0.01,
type="yolo"))
def test_put(self):
self.assertAlmostEqual(
0.0000,
black_scholes.european_option(S=1000,
K=1,
r=0,
T=30,
sigma=0.01,
type="p"))