Nothing
library(FER)
test_that("Black-Scholes Price and Impvol", {
strike <- runif(1000, 50, 150)
sigma <- runif(1000, 0.001, 2)
texp <- runif(1000, 1e-4, 10)
intr <- runif(1000, 0, 0.1)
divr <- runif(1000, 0, 0.1)
cp <- ifelse(runif(100)>0.5, 1L, -1L)
p <- FER::BlackScholesPrice(strike, 100, texp, sigma, cp=cp, intr=intr, divr=divr)
iv <- FER::BlackScholesImpvol(p, strike, 100, texp, cp=cp, intr=intr, divr=divr)
p2 <- FER::BlackScholesPrice(strike, 100, texp, iv, cp=cp, intr=intr, divr=divr)
expect_equal(p, p2, tolerance = 1e-8)
})
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