update tests

rcalxrc08 · Feb 17, 2024 · e8b283c · e8b283c
1 parent 6b3e34a
commit e8b283c
Showing 1 changed file with 11 additions and 2 deletions.
diff --git a/test/test_implied_volatility.jl b/test/test_implied_volatility.jl
@@ -80,7 +80,7 @@ r = 0.02;
 T = 1.2;
 σ = 0.2;
 d = 0.01;
-test_broken_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, true) #TODO: FIX
+test_broken_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, true) #TODO: FIX q>0 and x >0
 test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, false)
 
 S0 = 10.0;
@@ -90,7 +90,7 @@ T = 1.2;
 σ = 0.2;
 d = 0.01;
 test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, true)
-test_broken_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, false)#TODO: FIX
+test_broken_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, false)#TODO: FIX q<0 and x <0
 
 S0 = 100.0;
 K = 100.0;
@@ -127,6 +127,15 @@ T = 10.2;
 d = 0.01;
 test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, true)
 test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, false)
+
+# S0 = 1000000.0;
+# K = 1.0;
+# r = 0.2;
+# T = 1.2;
+# σ = 0.2;
+# d = 0.01;
+# test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, true)
+# test_implied_volatility_from_σ(testToll_float64, S0, K, r, T, σ, d, false)
 print_colored("Implied Volatility Test Passed\n", :magenta)
 
 #End of the Test