def test_short_put_payoff_ATM(self):
#short put /--
position = -1
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, self.x)
self.assertTrue(
payoff == -(self.strike_price - self.x - self.premeium))
def test_short_put_payoff_OTM(self):
#short put /--
position = -1
for x in range(45, 0, -5):
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == -(self.strike_price - x - self.premeium))
def test_long_put_payoff_ITM(self):
#long put \__
position = 1
for x in range(45, 0, -5):
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == (self.strike_price - x - self.premeium))
def test_long_put_payoff_OTM(self):
#long put \__
position = 1
for x in range(55, 2 * self.strike_price, 5):
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == -self.premeium)
def test_short_put_payoff_ITM(self):
#short put /--
position = -1
for x in range(55, 2 * self.strike_price, 5):
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == self.premeium)
def test_long_put_payoff_ATM(self):
#long put \__
position = 1
payoff = pf.put_payoff(self.strike_price, self.premeium, position,
self.quantity, self.x)
self.assertTrue(payoff == -self.premeium)