using Base.Test #include("../src/blackscholes.jl") using Quant @test 15.047 < blackscholes_call(100, 95, .25, .05, 2, 1) < 15.0471 @test blackscholes_call(100, 95, .25, .05, 2, 1) == blackscholes_call(100, 95, .25, .05, 1) @test 5.413 < blackscholes_put(100, 95, .25, .05, 2, 1) < 5.414 @test blackscholes_put(100, 95, .25, .05, 2, 1) == blackscholes_put(100, 95, .25, .05, 1)