test.py File Reference

Go to the source code of this file.

Namespaces
	test

Variables
int	test.loop_nm = 1;
int	test.seed = 4332;
float	test.underlying = 202.56481854952224;
float	test.volatility = 0.005002151044533387;
float	test.dividendYield = 0.011160536907441138;
float	test.riskFreeRate = 0.008250879551073578;
int	test.timeLength = 1;
float	test.strike = 185.09682372241906;
int	test.optionType = 0;
float	test.requiredTolerance = 0.02;
int	test.requiredSamples = 100000;
int	test.timeSteps = 1;
int	test.maxSamples = 1;