amend

Author: rcalxrc08

test/testTaylor.jl

@@ -2,8 +2,6 @@ using Test
 using FinancialToolbox, TaylorSeries
 
 #Test Parameters
-testToll = 1e-14;
-
 spot = 10.0;
 K = 10;
 r = 0.02;
@@ -12,7 +10,7 @@ sigma = 0.2;
 d = 0.01;
 spotDual=taylor_expand(identity,spot,order=22)
 
-toll = 1e-6
+toll = 1e-4
 
 #EuropeanCall Option
 PriceCall = blsprice(spotDual, K, r, T, sigma, d);
@@ -22,5 +20,5 @@ PriceCall = blsprice(spotDual, K, r, T, sigma, d);
 
 dS0, dr, dsigma = set_variables("dS0 dr dsigma", order=4)
 PriceCall2 = blsprice(spot+dS0, K, r+dr, T, sigma+dsigma, d);
-@test(abs(1.1912013169995816-PriceCall2[0])<toll)
-@test(abs(0.5724340508103682-PriceCall2[1])<toll)
+@test(abs(1.1912013169995816-PriceCall2[0][1])<toll)
+@test(abs(0.5724340508103682-PriceCall2[1][1])<toll)