Quant.jl/test/blackscholes.jl

6 lines
173 B
Julia

using Quant
@test_approx blackscholes_call(.25, 2, 1, 100, 95, .05) 15.047
@test_approx blackscholes_call(.25, 1, 100, 95, .05) blackscholes_call(.25, 2, 1, 100, 95, .05)