tests/testthat/test-delta.R
In Reckziegel/DynamicStrategies: Convex vs Concave Portfolio Management
.delta <- delta(time_to_maturity = 5 / 252, stock_value = 100, stock_volatility = 0.4,
strike = 100, risk_free_rate = 0.05)
test_that("delta works", {
expect_type(.delta, "double")
expect_length(.delta, 1L)
})
Reckziegel/DynamicStrategies documentation built on Dec. 18, 2021, 9:54 a.m.
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.delta <- delta(time_to_maturity = 5 / 252, stock_value = 100, stock_volatility = 0.4,
strike = 100, risk_free_rate = 0.05)
test_that("delta works", {
expect_type(.delta, "double")
expect_length(.delta, 1L)
})
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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