public void ReturnTheCorrectValueOfCall(double S, double K, double t, double sigma, double r, double expectedPriceValue) { BlackScholesParametersModel inputs = new BlackScholesParametersModel(S, K, t, sigma, r); CallOption callOption = new CallOption(); OptionModel call = callOption.GetOptionData(inputs); Assert.AreEqual(expectedPriceValue, call.Value, 0.0001); }
public void ComputeOptionsPrice() { try { if (!UsefulTools.IsBlackScholesVariablesValid(Inputs.InputParametersDict.Values.ToList())) { UpdateAppStatus("Invalid input, Please enter all five variables."); return; } CallOption callOption = new CallOption(); Call = callOption.GetOptionData(Inputs); PutOption putOption = new PutOption(); Put = putOption.GetOptionData(Inputs); UpdateAppStatus("Compute operation successfully completed."); } catch (Exception ex) { UpdateAppStatus(ex.Message); } }