diff --git a/tests/testthat/test-Malliavin_European_Greeks.R b/tests/testthat/test-Malliavin_European_Greeks.R index ea36d73..8d42fbc 100644 --- a/tests/testthat/test-Malliavin_European_Greeks.R +++ b/tests/testthat/test-Malliavin_European_Greeks.R @@ -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)