@Test
public void testPayoff() {
final double eps = 1e-15;
OptionPayoffFunction<StandardOptionWithSpotTimeSeriesDataBundle> payoff =
CALL.getPayoffFunction();
assertEquals(payoff.getPayoff(LOW_DATA, 0.), DIFF, eps);
assertEquals(payoff.getPayoff(HIGH_DATA, 0.), 0, eps);
payoff = PUT.getPayoffFunction();
assertEquals(payoff.getPayoff(LOW_DATA, 0.), 0, eps);
assertEquals(payoff.getPayoff(HIGH_DATA, 0.), DIFF, eps);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullTS() {
CALL.getPayoffFunction().getPayoff(HIGH_DATA.withSpotTimeSeries(null), null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullDataBundle() {
CALL.getPayoffFunction().getPayoff(null, null);
}
