public void DigitalFacts()
{
var t = 1.0;
var f = 100;
var vol = 0.32;
var rf = 0.0;
var cp = OptionType.C;
var k = 110;
var digiPV = BlackFunctions.BlackDigitalPV(f, k, rf, t, vol, cp);
var spread = 0.0001;
var expected = (BlackFunctions.BlackPV(f, k, rf, t, vol, cp) - BlackFunctions.BlackPV(f, k + spread, rf, t, vol, cp)) / spread;
Assert.Equal(expected, digiPV, 6);
var iv = BlackFunctions.BlackDigitalImpliedVol(f, k, rf, t, digiPV, cp);
Assert.Equal(vol, iv, 6);
}
