#!/usr/bin/perl

use lib qw{ lib t/lib };
use Test::Most;
require Test::NoWarnings;
use Math::Business::BlackScholes::Binaries;
use Roundnear;

my $S     = 1.35;
my $barrier_u = 1.36;
my $barrier_l = 1.34;
my $t = 7/365;
my $sigma = 0.11;
my $r     = 0.002;
my $q     = 0.001;

$Math::Business::BlackScholes::Binaries::MIN_ACCURACY_UPORDOWN_PELSSER_1997 
    = 10**10;

my $price_upordown = Math::Business::BlackScholes::Binaries::upordown(
    $S, $barrier_u, $barrier_l, $t, $r, $r-$q, $sigma
);
ok ($price_upordown == 0, 'price_upordown');

Test::NoWarnings::had_no_warnings();
done_testing();

