vollib.tests package

Submodules

vollib.tests.test_black_scholes module

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

Bases: unittest.case.TestCase

setUp()

test_analytical_delta()

test_analytical_gamma()

test_analytical_rho()

test_analytical_vega()

test_implied_volatility()

test_prices()

vollib.tests.test_black_scholes_greeks module

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

Bases: unittest.case.TestCase

test_delta()

test_gamma()

test_prices()

test_rho()

test_theta()

test_vega()

vollib.tests.test_utils module

class vollib.tests.test_utils.TestDataIterator

Bases: object

>>> data_iterator = TestDataIterator()
>>> print data_iterator.has_next()
True
>>> r = data_iterator.next_row()
>>> print r['S']
100.0

has_next()

next_row()

vollib.tests.test_utils.almost_equal(a, b, epsilon=1e-07)

Module contents