public void Price_at_3_days() { var pricer = new Pricer(Tuesday); var priceAt3Days = pricer.Price(Friday, InitialPrice, Volatility); Assert.AreEqual(133.1d, priceAt3Days, 0.001); }
public void Price_at_one_day() { var pricer = new Pricer(Tuesday); var priceAt1Day = pricer.Price(Wednesday, InitialPrice, Volatility); Assert.AreEqual(110d, priceAt1Day, 0.001); }
public void Price_over_bank_holliday() { var pricer = new Pricer(Friday); var priceOverWeekEnd = pricer.Price(Monday, InitialPrice, Volatility); Assert.AreEqual(110d, priceOverWeekEnd, 0.001); }