#17: increase test coverage

ahudde · Jan 6, 2024 · 96448ee · 96448ee
1 parent 2ba930d
commit 96448ee
Showing 1 changed file with 1 addition and 5 deletions.
diff --git a/tests/testthat/test-Malliavin_European_Greeks.R b/tests/testthat/test-Malliavin_European_Greeks.R
@@ -1,9 +1,5 @@
-# TODO: Digital options
-
 test_that("Malliavin_European_Greeks is correct", {
 
-  # TODO
-
   number_of_runs <- 30
 
   Greeks <- c("fair_value", "delta", "vega", "theta", "rho", "gamma")
@@ -24,7 +20,7 @@ test_that("Malliavin_European_Greeks is correct", {
     volatility <- runif(1, 0.01, 1)
     model <- "Black_Scholes"
     payoff <- sample(
-      c("call", "put"), 1)
+      c("call", "put", "cash_or_nothing_call", "cash_or_nothing_put"), 1)
     antithetic <- sample(c(TRUE, FALSE), 1)
     greek <- sample(Greeks, 1)