vollib.tests package

Submodules

vollib.tests.test_black_scholes module

class vollib.tests.test_black_scholes.TestBlackScholesAgainstBenchmarkValues(methodName='runTest')[source]

Bases: unittest.case.TestCase

setUp()[source]
test_analytical_delta()[source]
test_analytical_gamma()[source]
test_analytical_rho()[source]
test_analytical_vega()[source]
test_implied_volatility()[source]
test_prices()[source]

vollib.tests.test_black_scholes_greeks module

class vollib.tests.test_black_scholes_greeks.testGreeks(methodName='runTest')[source]

Bases: unittest.case.TestCase

test_delta()[source]
test_gamma()[source]
test_prices()[source]
test_rho()[source]
test_theta()[source]
test_vega()[source]

vollib.tests.test_utils module

class vollib.tests.test_utils.TestDataIterator[source]

Bases: object

>>> data_iterator = TestDataIterator()
>>> print data_iterator.has_next()
True
>>> r = data_iterator.next_row()
>>> print r['S']
100.0
has_next()[source]
next_row()[source]
vollib.tests.test_utils.almost_equal(a, b, epsilon=1e-07)[source]

Module contents