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);
}