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#17: increase test coverage
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hudde committed Jan 31, 2024
1 parent a12caaf commit 7b9e5fa
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion tests/testthat/test-Malliavin_European_Greeks.R
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,8 @@ test_that("Malliavin_European_Greeks is correct", {
volatility <- runif(1, 0.01, 1)
model <- "Black_Scholes"
payoff <- sample(
c("call", "put", "cash_or_nothing_call", "cash_or_nothing_put"), 1)
c("call", "put", "cash_or_nothing_call", "cash_or_nothing_put",
"asset_or_nothing_put"), 1)
antithetic <- sample(c(TRUE, FALSE), 1)
greek <- sample(Greeks, 1)

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