@Test
public void test_calculate_validInput_validGammaResult() {
OptionPriceResult result =
this.pricingController.calculate(
this.strike,
this.volatility,
this.underlyingPrice,
this.daysToExpiry,
this.interestRate,
true,
true,
this.dayCountConvention);
assertEquals(
"Gamma does not match expectations!",
0.0221041650951190084273267899561687954701483249664306640625,
result.getGamma(),
0.0001);
}
