tests/testthat/test_price.R
In Diffform/IMOMBOX: Calculate Bakshi/Kapadia/Madan moments of option implied return distribution
context("Option2price")
test_that("Option Contract prices for DAX data 3rd contract", {
data(DAX)
expect_equal(Option2price(DAX$XC,DAX$C,DAX$XP,DAX$P)[2], 0.002, tolerance=1e-3)
})
Diffform/IMOMBOX documentation built on March 22, 2020, 1:18 a.m.
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context("Option2price")
test_that("Option Contract prices for DAX data 3rd contract", {
data(DAX)
expect_equal(Option2price(DAX$XC,DAX$C,DAX$XP,DAX$P)[2], 0.002, tolerance=1e-3)
})
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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