Exemple #1
0
        public void Price_at_3_days()
        {
            var pricer       = new Pricer(Tuesday);
            var priceAt3Days = pricer.Price(Friday, InitialPrice, Volatility);

            Assert.AreEqual(133.1d, priceAt3Days, 0.001);
        }
Exemple #2
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        public void Price_at_one_day()
        {
            var pricer      = new Pricer(Tuesday);
            var priceAt1Day = pricer.Price(Wednesday, InitialPrice, Volatility);

            Assert.AreEqual(110d, priceAt1Day, 0.001);
        }
Exemple #3
0
        public void Price_over_bank_holliday()
        {
            var pricer = new Pricer(Friday);

            var priceOverWeekEnd = pricer.Price(Monday, InitialPrice, Volatility);

            Assert.AreEqual(110d, priceOverWeekEnd, 0.001);
        }