예제 #1
0
class VanillaEuropeanOptionTest(unittest.TestCase):
    def setUp(self):
        self.call_option = VanillaEuropeanOption("call", 60.0, 65.0, 0.08, 0.0, 0.25, 0.3)
        self.put_option = VanillaEuropeanOption("put", 100.0, 95.0, 0.1, 0.05, 0.5, 0.2)

    def test_call_option(self):
        self.assertEqual(round(self.call_option.get_value(), 4), 2.1334)

    def test_put_option(self):
        self.assertEqual(round(self.put_option.get_value(), 4), 2.4648)
예제 #2
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 def setUp(self):
     self.call_option = VanillaEuropeanOption("call", 60.0, 65.0, 0.08, 0.0, 0.25, 0.3)
     self.put_option = VanillaEuropeanOption("put", 100.0, 95.0, 0.1, 0.05, 0.5, 0.2)
예제 #3
0
파일: Test.py 프로젝트: gmarklow87/pyOption 
from options.vanilla.src.vanilla_european_option import VanillaEuropeanOption

option = VanillaEuropeanOption("call", 10.0, 12.0, 0.1, 0.05, 0.25, 0.23)
print(option.get_value())