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