class GapOptionTest(unittest.TestCase): def setUp(self): self.call_option = GapOption('call', 50.0, 50.0, 57.0, 0.09, 0.09, 0.5, 0.2) def test_call_option(self): self.assertEqual(round(self.call_option.get_value(), 4), 20.2069) def test_put_option(self): pass
def setUp(self): self.call_option = GapOption('call', 50.0, 50.0, 57.0, 0.09, 0.09, 0.5, 0.2)