public void TestMethod_Put()
{
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.GetPut(trade, param);
Assert.AreEqual(0.0102, Math.Round(res, 4));
}