def test_short_call_payoff_ITM(self):
# short call -\
position = -1
for x in range(45, 0, -5):
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == self.premeium)
def test_short_call_payoff_OTM(self):
# short call -\
position = -1
for x in range(55, 2 * self.strike_price, 5):
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == -(x - self.strike_price - self.premeium))
def test_long_call_payoff_OTM(self):
# long call _/
position = 1
for x in range(45, 0, -5):
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == -self.premeium)
def test_short_call_payoff_ATM(self):
# short call -\
position = -1
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, self.x)
self.assertTrue(payoff == self.premeium)
def test_long_call_payoff_ITM(self):
position = 1
for x in range(55, 2 * self.strike_price, 5):
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, x)
self.assertTrue(payoff == x - self.strike_price - self.premeium)
def test_long_call_payoff_ATM(self):
# long call _/
position = 1
payoff = pf.call_payoff(self.strike_price, self.premeium, position,
self.quantity, self.x)
self.assertTrue(payoff == -self.premeium)