public ActionResult Index([Bind(Include = "OptionType,StockPrice,StrikePrice,TimeToMaturity,StandardDeviationOfUnderlyingStock,Risk")] Models.OptionsPricing optionsPricingModel)
{
IOptionsPricingCalculator optionsPricingCalculator = new OptionsPricingCalculator();
optionsPricingModel.Result = optionsPricingCalculator.OptionsPricing(optionsPricingModel);
return(View(optionsPricingModel));
}
public void TestPut()
{
var optionsPricing = new OptionsPricing.Models.OptionsPricing()
{
OptionType = OptionsType.Put,
StockPrice = 50,
StrikePrice = 55,
TimeToMaturity = 1,
StandardDeviationOfUnderlyingStock = 0.2,
Risk = 0.09
};
IOptionsPricingCalculator optionsPricingCalculator = new OptionsPricingCalculator();
var result = optionsPricingCalculator.OptionsPricing(optionsPricing);
Assert.AreEqual(4.1279, result);
}
