public void SetParamsShouldInitializeModelParameters()
{
BlackScholesModel model = new BlackScholesModel();
var modelParams = new BlackSholesParams(50, 55, 1, 0.2, 0.09);
model.SetParams(modelParams);
Assert.IsTrue(model.modelParams.Equals(modelParams));
}
public void TestPricePutOption()
{
const double exprectedPrice = 4.1279;
IBlackScholesModel model = new BlackScholesModel();
var modelParams = new BlackSholesParams(50, 55, 1, 0.2, 0.09);
model.SetParams(modelParams);
var result = Math.Round(model.PricePutOption(), 4, MidpointRounding.AwayFromZero);
Assert.Zero(exprectedPrice.CompareTo(result));
}
