Exemple #1
0
 @Test
 public void test_calculate_validInput_validVegaResult() {
   OptionPriceResult result =
       this.pricingController.calculate(
           this.strike,
           this.volatility,
           this.underlyingPrice,
           this.daysToExpiry,
           this.interestRate,
           true,
           true,
           this.dayCountConvention);
   assertEquals(
       "Vega does not match expectations!",
       0.3580874745409279302776894837734289467334747314453125,
       result.getVega(),
       0.0001);
 }