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"))