private double getPrice(final double power, final boolean isCall) {
return MODEL
.getGreeks(getDefinition(power, isCall), BUNDLE, REQUIRED_GREEKS)
.get(Greek.FAIR_PRICE);
}
private double getBSPrice(final double power, final boolean isCall) {
final StandardOptionDataBundle bsBundle = getModifiedDataBundle(BUNDLE, power);
return BS_MODEL
.getGreeks(getDefinition(power, isCall), bsBundle, REQUIRED_GREEKS)
.get(Greek.FAIR_PRICE);
}
private void assertPriceEquals(
final LogOptionDefinition definition, final double sigma, final double price) {
final StandardOptionDataBundle bundle = getBundle(sigma);
final GreekResultCollection actual = MODEL.getGreeks(definition, bundle, REQUIRED_GREEKS);
assertEquals(actual.get(Greek.FAIR_PRICE), price, EPS);
}
