def setUp(self):
#1
self.down_and_in_cash_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_at_hit_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_at_hit_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#2
self.up_and_in_cash_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_at_hit_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_at_hit_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#3
self.down_and_in_asset_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_hit_or_nothing', 105.0, 102.0, 100.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_asset_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_hit_or_nothing', 105.0, 98.0, 100.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#4
self.up_and_in_asset_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_hit_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_asset_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_hit_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#5
self.down_and_in_cash_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#6
self.up_and_in_cash_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#7
self.down_and_in_asset_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_asset_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#8
self.up_and_in_asset_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_asset_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#9
self.down_and_out_cash_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_cash_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#10
self.down_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#11
self.down_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('down_and_out_asset_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('down_and_out_asset_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#12
self.up_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('up_and_out_asset_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('up_and_out_asset_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#13
self.down_and_in_cash_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#14
self.up_and_in_cash_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
class BinarySingleBarrierOptionTest(unittest.TestCase):
def setUp(self):
#1
self.down_and_in_cash_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_at_hit_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_at_hit_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#2
self.up_and_in_cash_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_at_hit_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_at_hit_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#3
self.down_and_in_asset_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_hit_or_nothing', 105.0, 102.0, 100.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_asset_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_hit_or_nothing', 105.0, 98.0, 100.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#4
self.up_and_in_asset_at_hit_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_hit_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_asset_at_hit_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_hit_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#5
self.down_and_in_cash_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#6
self.up_and_in_cash_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#7
self.down_and_in_asset_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_asset_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#8
self.up_and_in_asset_at_expiration_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_asset_at_expiration_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#9
self.down_and_out_cash_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_cash_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_asset_at_expiration_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#10
self.down_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_asset_at_expiration_or_nothing', 95.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#11
self.down_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('down_and_out_asset_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('down_and_out_asset_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#12
self.up_and_out_asset_or_nothing_option_102 = BinarySingleBarrierOption('up_and_out_asset_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_out_asset_or_nothing_option_98 = BinarySingleBarrierOption('up_and_out_asset_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#13
self.down_and_in_cash_or_nothing_option_102 = BinarySingleBarrierOption('down_and_in_cash_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.down_and_in_cash_or_nothing_option_98 = BinarySingleBarrierOption('down_and_in_cash_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#14
self.up_and_in_cash_or_nothing_option_102 = BinarySingleBarrierOption('up_and_in_cash_or_nothing', 105.0, 102.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
self.up_and_in_cash_or_nothing_option_98 = BinarySingleBarrierOption('up_and_in_cash_or_nothing', 105.0, 98.0, 15.0, 100.0, 0.1, 0.1, 0.5, 0.2)
#15
#16
#17
#18
#19
#20
#21
#22
#23
#24
#25
#26
#27
#28
#1
def test_down_and_in_cash_at_hit_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_cash_at_hit_or_nothing_option_102.get_value(), 4), 9.7264)
self.assertEqual(round(self.down_and_in_cash_at_hit_or_nothing_option_98.get_value(), 4), 9.7264)
#2
def test_up_and_in_cash_at_hit_or_nothing_option(self):
self.assertEqual(round(self.up_and_in_cash_at_hit_or_nothing_option_102.get_value(), 4), 11.6553)
self.assertEqual(round(self.up_and_in_cash_at_hit_or_nothing_option_98.get_value(), 4), 11.6553)
#3
def test_down_and_in_asset_at_hit_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_asset_at_hit_or_nothing_option_102.get_value(), 4), 68.0848)
self.assertEqual(round(self.down_and_in_asset_at_hit_or_nothing_option_98.get_value(), 4), 68.0848)
#4
def test_up_and_in_asset_at_hit_or_nothing_option(self):
self.assertEqual(round(self.up_and_in_asset_at_hit_or_nothing_option_102.get_value(), 4), 11.6553)
self.assertEqual(round(self.up_and_in_asset_at_hit_or_nothing_option_98.get_value(), 4), 11.6553)
#5
def test_down_and_in_cash_at_expiration_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_cash_at_expiration_or_nothing_option_102.get_value(), 4), 9.3604)
self.assertEqual(round(self.down_and_in_cash_at_expiration_or_nothing_option_98.get_value(), 4), 9.3604)
#6
def test_up_and_in_cash_at_expiration_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_cash_at_expiration_or_nothing_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_cash_at_expiration_or_nothing_option_98.get_value(), 4), 11.2223)
#7
def test_down_and_in_asset_at_expiration_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_asset_at_expiration_or_nothing_option_102.get_value(), 4), 9.3604)
self.assertEqual(round(self.down_and_in_asset_at_expiration_or_nothing_option_98.get_value(), 4), 9.3604)
#8
def test_up_and_in_asset_at_expiration_or_nothing_option(self):
self.assertEqual(round(self.down_and_in_asset_at_expiration_or_nothing_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_asset_at_expiration_or_nothing_option_98.get_value(), 4), 11.2223)
#9
def test_down_and_out_cash_or_nothing_option(self):
self.assertEqual(round(self.down_and_out_cash_or_nothing_option_102.get_value(), 4), 9.3604)
self.assertEqual(round(self.down_and_out_cash_or_nothing_option_98.get_value(), 4), 9.3604)
#10
def test_up_and_out_cash_or_nothing_option(self):
self.assertEqual(round(self.up_and_out_cash_or_nothing_option_102.get_value(), 4), 9.3604)
self.assertEqual(round(self.up_and_out_cash_or_nothing_option_98.get_value(), 4), 9.3604)
#11
def test_down_and_out_asset_or_nothing_option(self):
self.assertEqual(round(self.down_and_out_asset_or_nothing_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_asset_or_nothing_option_98.get_value(), 4), 11.2223)
#12
def test_up_and_out_asset_or_nothing_option(self):
self.assertEqual(round(self.down_and_out_asset_or_nothing_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_asset_or_nothing_option_98.get_value(), 4), 11.2223)
#13
def test_down_and_in_cash_or_nothing_call_option(self):
self.assertEqual(round(self.down_and_in_cash_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_cash_or_nothing_call_option_98.get_value(), 4), 11.2223)
#14
def test_up_and_in_cash_or_nothing_call_option(self):
self.assertEqual(round(self.up_and_in_cash_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_in_cash_or_nothing_call_option_98.get_value(), 4), 11.2223)
#15
def test_down_and_in_asset_or_nothing_call_option(self):
self.assertEqual(round(self.down_and_in_asset_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_asset_or_nothing_call_option_98.get_value(), 4), 11.2223)
#16
def test_up_and_in_asset_or_nothing_call_option(self):
self.assertEqual(round(self.up_and_in_asset_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_in_asset_or_nothing_call_option_98.get_value(), 4), 11.2223)
#17
def test_down_and_in_cash_or_nothing_put_option(self):
self.assertEqual(round(self.down_and_in_cash_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_cash_or_nothing_put_option_98.get_value(), 4), 11.2223)
#18
def test_up_and_in_cash_or_nothing_put_option(self):
self.assertEqual(round(self.up_and_in_cash_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_in_cash_or_nothing_put_option_98.get_value(), 4), 11.2223)
#19
def test_down_and_in_asset_or_nothing_put_option(self):
self.assertEqual(round(self.down_and_in_asset_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_in_asset_or_nothing_put_option_98.get_value(), 4), 11.2223)
#20
def test_up_and_in_asset_or_nothing_put_option(self):
self.assertEqual(round(self.up_and_in_asset_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_in_asset_or_nothing_put_option_98.get_value(), 4), 11.2223)
#21
def test_down_and_out_cash_or_nothing_call_option(self):
self.assertEqual(round(self.down_and_out_cash_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_cash_or_nothing_call_option_98.get_value(), 4), 11.2223)
#22
def test_up_and_out_cash_or_nothing_call_option(self):
self.assertEqual(round(self.up_and_out_cash_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_out_cash_or_nothing_call_option_98.get_value(), 4), 11.2223)
#23
def test_down_and_out_asset_or_nothing_call_option(self):
self.assertEqual(round(self.down_and_out_asset_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_asset_or_nothing_call_option_98.get_value(), 4), 11.2223)
#24
def test_up_and_out_asset_or_nothing_call_option(self):
self.assertEqual(round(self.up_and_out_asset_or_nothing_call_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_out_asset_or_nothing_call_option_98.get_value(), 4), 11.2223)
#25
def test_down_and_out_cash_or_nothing_put_option(self):
self.assertEqual(round(self.down_and_out_cash_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_cash_or_nothing_put_option_98.get_value(), 4), 11.2223)
#26
def test_up_and_out_cash_or_nothing_put_option(self):
self.assertEqual(round(self.up_and_out_cash_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_out_cash_or_nothing_put_option_98.get_value(), 4), 11.2223)
#27
def test_down_and_out_asset_or_nothing_put_option(self):
self.assertEqual(round(self.down_and_out_asset_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.down_and_out_asset_or_nothing_put_option_98.get_value(), 4), 11.2223)
#28
def test_up_and_out_asset_or_nothing_put_option(self):
self.assertEqual(round(self.up_and_out_asset_or_nothing_put_option_102.get_value(), 4), 11.2223)
self.assertEqual(round(self.up_and_out_asset_or_nothing_put_option_98.get_value(), 4), 11.2223)
