binary-com / perl-Math-Business-BlackScholes-Binaries-Greeks / 23

96%

Pull #2

travis-ci

Add support for negative rates on barrier options.

Instead of flooring to zero as done in the pricing module, here we need
a very small value to avoid similar divide by 0 problems. For this,
we use the "SMALL_VALUE_MU" which seems tailor-made for the purpose.

Also, some cleanup and rationalization of the test file to make it
easier to understand both the source and output. Plus, of course, adding
a couple test cases for the improved functions.

All of the values seem reasonable to the untrained eye.

15 of 15 new or added lines in 6 files covered. (100.0%)

634 of 657 relevant lines covered (96.5%)

305.46 hits per line