class CashOrNothingOptionTest(unittest.TestCase): def setUp(self): self.put_option = CashOrNothingOption('put', 100.0, 80.0, 10.0, 0.06, 0.0, 0.75, 0.35) def test_call_option(self): pass def test_put_option(self): self.assertEqual(round(self.put_option.get_value(), 4), 2.6710)
def setUp(self): self.put_option = CashOrNothingOption('put', 100.0, 80.0, 10.0, 0.06, 0.0, 0.75, 0.35)