# -*- coding: utf-8 -*- import cmake_example as m assert m.__version__ == "0.0.1" assert m.add(1, 2) == 3 assert m.subtract(1, 2) == -1
import subprocess
subprocess.check_call(['pip', 'install', './cmake_example'], shell=True)
import cmake_example as m
a = m.add(3.0, 1.3232)
print("the sum of two double is " + str(a))
b = m.square(4)
print("the square of one double is " + str(b))
maturity = 0.5
BS = m.BS(maturity)
print("the option price calculated by BS formula is " + str(BS))
initEquityPrice = 10
numTimeSteps = 6
timetoExpiry = 6
drift = 0.1
volatility = 0.1
EPG = m.EquityPriceGenerator(initEquityPrice, numTimeSteps, timetoExpiry,
drift, volatility)
print("EquityPriceGenerator initiated")
print(EPG)
price1 = EPG.operator(1)
print("the sequence of prices calculated by Monte Carlo formula is " +
str(price1))
strikePrice = 42
exercisePrice = 40
interestRate = 0.1
def test_add(self):
self.assertAlmostEqual(m.add_pi(1, 2), 3 + 3.1415926, 0.00001)
self.assertEqual(m.add(1, 2), 3)
def test_main():
assert m.__version__ == "0.0.1"
assert m.add(1, 2) == 3
assert m.subtract(1, 2) == -1
import cmake_example as m assert m.add(1, 2) == (1 + 2) assert m.subtract(1, 2) == (1 - 2) assert m.multiply(7, 5) == (7 * 5) assert m.divide(1, 2) == (1 / 2) assert m.factorial(3) == 6