diff --git a/test/stochastic.jl b/test/stochastic.jl new file mode 100644 index 0000000..f803f85 --- /dev/null +++ b/test/stochastic.jl @@ -0,0 +1,6 @@ +@testset "Stochastic Valuation" begin + c = Yield.Constant(0.04) + m = HullWhite(0.1, 0.002, c) # a, σ, curve + + @test pv(m, Cashflow(0,)) +end \ No newline at end of file