From e8b283ca4679f6d4cddf0ba769da9faa66720df6 Mon Sep 17 00:00:00 2001 From: Nicola Date: Sat, 17 Feb 2024 12:23:56 +0100 Subject: [PATCH] update tests --- test/test_implied_volatility.jl | 13 +++++++++++-- 1 file changed, 11 insertions(+), 2 deletions(-) diff --git a/test/test_implied_volatility.jl b/test/test_implied_volatility.jl index 9a297db..0a54c9b 100644 --- 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