public void CalculatePremiums_should_return_double2() { //Arrange var pricer = new OptionsPricerService(); var input = new QuotationInput() { StockPrice = "64.0", StrikePrice = "60.0", Volatility = "0.27", InterestRate = "0.045", TimeToMaturity = (180.0 / 365.0).ToString(CultureInfo.InvariantCulture) }; QuotationResult expected = new QuotationResult() { CallPremium = 7.7661, PutPremium = 2.4493 }; //Act var result = pricer.CalculatePremiums(input); //Assert Assert.Equal(expected.CallPremium, result.Result.CallPremium, 3); Assert.Equal(expected.PutPremium, result.Result.PutPremium, 3); }
public void CalculatePremiums_should_return_double() { //Arrange var pricer = new OptionsPricerService(); var input = new QuotationInput() { StockPrice = "50.0", StrikePrice = "55.0", Volatility = "0.2", InterestRate = "0.09", TimeToMaturity = "1.0" }; QuotationResult expected = new QuotationResult() { CallPremium = 3.8617, PutPremium = 4.1279 }; //Act var result = pricer.CalculatePremiums(input); //Assert Assert.Equal(expected.CallPremium, result.Result.CallPremium); Assert.Equal(expected.PutPremium, result.Result.PutPremium); }