actually test dividend options

enthought · Nov 21, 2023 · a5953ec · a5953ec
1 parent 00dbaef
commit a5953ec
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/test/test_vanilla_option.py b/test/test_vanilla_option.py
@@ -196,7 +196,7 @@ def test_dividend_american_option(self):
         american_option.set_pricing_engine(engine)
 
         #Note slightly different value using CrankNicolson
-        self.assertAlmostEqual(4.485920, american_option.net_present_value, 6)
+        self.assertAlmostEqual(5.050098, american_option.net_present_value, 6)
 
     def test_dividend_american_option_implied_volatility(self):