tests/testthat/binom_tests.R

In rmcd1024/derivmkts: Functions and R Code to Accompany Derivatives Markets

test_that('binom EC works', {
              correct <- binomvalsEurC
              unknown <- binomopt(s=s, k=k, v=v, r=r, tt=tt, d=d,
                             nstep, putopt=FALSE, american=FALSE,
                             returnparams=FALSE)
              expect_equivalent(correct, unknown)
          }
          )
test_that('binom EP works', {
              correct <- binomvalsEurP
              unknown <- binomopt(s=s, k=k, v=v, r=r, tt=tt, d=d,
                                  nstep, putopt=TRUE, american=FALSE,
                                  returnparams=FALSE)

              expect_equivalent(correct, unknown)
          }
          )
test_that('binom EP works', {
              correct <- binomvalsAmP
              unknown <- binomopt(s=s, k=k, v=v, r=r, tt=tt, d=d,
                             nstep, putopt=TRUE, american=TRUE,
                             returnparams=FALSE)
              expect_equivalent(correct, unknown)
          }
          )
test_that('binom EP works', {
              correct <- binomvalsAmC
              unknown <- binomopt(s=s, k=k, v=v, r=r, tt=tt, d=d,
                             nstep, putopt=FALSE, american=TRUE,
                             returnparams=FALSE)
              expect_equivalent(correct, unknown)
          }
          )


print('binom okay')