def val_of_bull_spread_calls(self, cash_val): call1 = black_scholes_model( self.duration_in_days(), cash_val, self.issue_price, self.volility_estimate, self.annual_interest ) call2 = black_scholes_model( self.duration_in_days(), cash_val, self.max_price, self.volility_estimate, self.annual_interest ) return (round(call1, 2), round(call2, 2))
def test_black_scholes_model(self): self.assertEqual( black_scholes_model(60, 45, 50, .3, .1), .7746 )