class AssetOrNothingOptionTest(unittest.TestCase): def setUp(self): self.put_option = AssetOrNothingOption('put', 70.0, 65.0, 0.07, 0.02, 0.5, 0.27) def test_call_option(self): pass def test_put_option(self): self.assertEqual(round(self.put_option.get_value(), 4), 20.2069)
def setUp(self): self.put_option = AssetOrNothingOption('put', 70.0, 65.0, 0.07, 0.02, 0.5, 0.27)