public void TestCalcualtePrice()
{
Option option = new Option();
option.Symbol = "NFLX";
option.Strike = 250;
option.ExpiryDate = new DateTime(2013, 09,21);
option.IsCall = true;
Calculator calulator = new Calculator();
decimal callPrice = calulator.CalcualtePrice(option, 239m, 0.003267m, new DateTime(2013, 05, 18), .5042);
Assert.IsTrue(Math.Abs(callPrice - 23.72m) < 0.2m);
option.IsCall = false;
decimal putPrice = calulator.CalcualtePrice(option, 239m, 0.003267m, new DateTime(2013, 05, 18), .5042);
Assert.IsTrue(Math.Abs(putPrice - 34.50m) < 0.2m);
}
public void TestCalculatePLs()
{
OptionCombination optComb = new OptionCombination();
OpenOption openOpt = new OpenOption();
openOpt.ContractNo = 10;
openOpt.PurchaseDate = new DateTime(2013, 05, 17);
openOpt.PurchasePrice = 23.75m;
openOpt.Option = new Option() { Symbol = "NFLX", IsCall = true, Strike = 250, ExpiryDate = new DateTime(2013, 09, 21) };
optComb.Options.Add(openOpt);
//openOpt = new OpenOption();
//openOpt.ContractNo = -10;
//openOpt.PurchaseDate = new DateTime(2013, 05, 17);
//openOpt.PurchasePrice = 9.90m;
//openOpt.Option = new Option() { Symbol = "NFLX", IsCall = true, Strike = 300, ExpiryDate = new DateTime(2013, 09, 21) };
//optComb.Options.Add(openOpt);
Calculator calculator = new Calculator();
var plSerious = calculator.CalculatePLs(optComb, new DateTime(2013, 07, 01), 100m, 380m, 0.003m, 0.5);
}
