コード例 #1
0
        public void TestMethod_Call()
        {
            var trade = new Trade()
            {
                Id          = 123,
                Name        = "CDE LTD",
                Type        = "StockOption",
                Style       = "European",
                CP          = CP.C,
                Expiry      = DateTime.Parse("2017-04-01"),
                StrikePrice = 100,
                CCY         = Currency.USD
            };
            var param = new CalcOptionParameters(DateTime.Parse("2016.04.01"), 110, 0.05, 0.03, 0);
            var res   = TradeHelper.GetCall(trade, param);

            Assert.AreEqual(12.9656, Math.Round(res, 4));
        }