class TimeSwitchOptionTest(unittest.TestCase): def setUp(self): self.call_option = TimeSwitchOption("call", 100.0, 110.0, 5.0, 0.06, 0.06, 1.0, 1 / 365.0, 0.26) def test_call_option(self): self.assertEqual(round(self.call_option.get_value(), 4), 1.3750) def test_put_option(self): pass
def setUp(self): self.call_option = TimeSwitchOption("call", 100.0, 110.0, 5.0, 0.06, 0.06, 1.0, 1 / 365.0, 0.26)