Test cases updated

Author: domokane

golden_tests/golden/TestFinAmount_GOLDEN.testLog

@@ -1,4 +1,4 @@
-File Created on:20250904_123209
+File Created on:20251106_162351
 HEADER,LABEL,AMOUNT,
 RESULTS,Amount,101,000.23,
 RESULTS,Amount,CAD 101,000.23,

golden_tests/golden/TestFinBondAnnuity_GOLDEN.testLog

@@ -1,4 +1,4 @@
-File Created on:20250831_212901
+File Created on:20251106_162353
 HEADER,Date,Flow,
 RESULTS,20-DEC-2018,25416.66666667,
 RESULTS,20-JUN-2019,25277.77777778,

golden_tests/golden/TestFinBondConvertible_GOLDEN.testLog

@@ -1,13 +1,13 @@
-File Created on:20250831_212901
+File Created on:20251106_162353
 HEADER,LABEL,
 RESULTS,NO CALLS OR PUTS,
 HEADER,TIME,NUMSTEPS,PRICE,
-RESULTS,0.01757717,5,{'cbprice': np.float64(1096.15275), 'bond': np.float64(123.53434451658002), 'delta': np.float64(11.286322001863674), 'gamma': np.float64(0.18706528351045487), 'theta': np.float64(0.4751923691532599)},
-RESULTS,0.00022864,10,{'cbprice': np.float64(1124.4702210998516), 'bond': np.float64(123.53434451658003), 'delta': np.float64(37.00542873918339), 'gamma': np.float64(0.45403874809126554), 'theta': np.float64(-6.376909194742964)},
-RESULTS,0.00016117,20,{'cbprice': np.float64(1126.2804668920173), 'bond': np.float64(123.53434451658002), 'delta': np.float64(37.09945668257613), 'gamma': np.float64(0.01710928200987063), 'theta': np.float64(598.2514199321721)},
+RESULTS,0.02313352,5,{'cbprice': np.float64(1096.15275), 'bond': np.float64(123.53434451658002), 'delta': np.float64(11.286322001863674), 'gamma': np.float64(0.18706528351045487), 'theta': np.float64(0.4751923691532599)},
+RESULTS,0.00025797,10,{'cbprice': np.float64(1124.4702210998516), 'bond': np.float64(123.53434451658003), 'delta': np.float64(37.00542873918339), 'gamma': np.float64(0.45403874809126554), 'theta': np.float64(-6.376909194742964)},
+RESULTS,0.00018024,20,{'cbprice': np.float64(1126.2804668920173), 'bond': np.float64(123.53434451658002), 'delta': np.float64(37.09945668257613), 'gamma': np.float64(0.01710928200987063), 'theta': np.float64(598.2514199321721)},
 HEADER,LABEL,
 RESULTS,DIVIDENDS,
 HEADER,TIME,NUMSTEPS,PRICE,
-RESULTS,0.00017023,5,{'cbprice': np.float64(1096.15275), 'bond': np.float64(123.53434451658002), 'delta': np.float64(12.05500279382374), 'gamma': np.float64(0.18929016293487083), 'theta': np.float64(0.4751923691532599)},
-RESULTS,0.00016618,20,{'cbprice': np.float64(1108.7106639229305), 'bond': np.float64(123.53434451658002), 'delta': np.float64(38.320647641227595), 'gamma': np.float64(0.0024096763057534086), 'theta': np.float64(607.6855912311041)},
-RESULTS,0.00018692,80,{'cbprice': np.float64(1114.4722328942562), 'bond': np.float64(123.53434451658), 'delta': np.float64(38.25740289779197), 'gamma': np.float64(0.04361203905053885), 'theta': np.float64(1007.4601931923423)},
+RESULTS,0.00016952,5,{'cbprice': np.float64(1096.15275), 'bond': np.float64(123.53434451658002), 'delta': np.float64(12.05500279382374), 'gamma': np.float64(0.18929016293487083), 'theta': np.float64(0.4751923691532599)},
+RESULTS,0.00016904,20,{'cbprice': np.float64(1108.7106639229305), 'bond': np.float64(123.53434451658002), 'delta': np.float64(38.320647641227595), 'gamma': np.float64(0.0024096763057534086), 'theta': np.float64(607.6855912311041)},
+RESULTS,0.00046778,80,{'cbprice': np.float64(1114.4722328942562), 'bond': np.float64(123.53434451658), 'delta': np.float64(38.25740289779197), 'gamma': np.float64(0.04361203905053885), 'theta': np.float64(1007.4601931923423)},

golden_tests/golden/TestFinBondEmbeddedOptionBK_GOLDEN.testLog

@@ -1,11 +1,11 @@
-File Created on:20250831_212901
+File Created on:20251106_162353
 HEADER,BOND PRICE,PRICE,
 RESULTS,Bond Pure Price:,102.07456540,
 HEADER,TIME,Numtime_steps,BondWithOption,BondPure,
-RESULTS,1.45750880,100,102.35076939,102.06026369,
-RESULTS,0.00227737,150,102.33894782,102.06026367,
+RESULTS,1.53954506,100,102.35076939,102.06026369,
+RESULTS,0.00283217,150,102.33894782,102.06026367,
 HEADER,BOND PRICE,PRICE,
-RESULTS,Bond Pure Price:,95.07340584,
+RESULTS,Bond Pure Price:,95.07291923,
 HEADER,TIME,Numtime_steps,BondWithOption,BondPure,
-RESULTS,0.02152538,100,89.76141599,95.06192734,
-RESULTS,0.00459194,150,89.77403998,95.06192781,
+RESULTS,0.00404763,100,89.75464880,95.06144060,
+RESULTS,0.00895190,150,89.77380346,95.06144107,

golden_tests/golden/TestFinBondEmbeddedOptionHW_GOLDEN.testLog

@@ -1,28 +1,28 @@
-File Created on:20250831_212903
+File Created on:20251106_162354
 HEADER,BOND PRICE,PRICE,
 RESULTS,Bond Pure Price:,102.07456540,
 HEADER,TIME,Numtime_steps,BondWithOption,BondPure,
-RESULTS,0.02935815,50,102.88071963,102.06026370,
-RESULTS,0.00119305,100,102.87330242,102.06026370,
-RESULTS,0.00211024,150,102.87030874,102.06026370,
-RESULTS,0.00238490,200,102.87313897,102.06026370,
-RESULTS,0.00300527,250,102.87147557,102.06026370,
-RESULTS,0.00387120,300,102.87041560,102.06026370,
-RESULTS,0.00643349,350,102.87203084,102.06026370,
-RESULTS,0.00810242,400,102.87123240,102.06026370,
-RESULTS,0.01058507,450,102.87049956,102.06026370,
-RESULTS,0.01174545,500,102.87172729,102.06026370,
-RESULTS,0.01432657,550,102.86961951,102.06026370,
-RESULTS,0.01697397,600,102.87068081,102.06026370,
-RESULTS,0.01950026,650,102.87021161,102.06026370,
-RESULTS,0.02282143,700,102.86985270,102.06026370,
-RESULTS,0.02612782,750,102.87073418,102.06026370,
-RESULTS,0.02925515,800,102.87034342,102.06026370,
-RESULTS,0.03331351,850,102.87007002,102.06026370,
-RESULTS,0.03694439,900,102.87071840,102.06026370,
-RESULTS,0.04106688,950,102.87037997,102.06026370,
+RESULTS,0.03104782,50,102.88071963,102.06026370,
+RESULTS,0.00091863,100,102.87330242,102.06026370,
+RESULTS,0.00146985,150,102.87030874,102.06026370,
+RESULTS,0.00226402,200,102.87313897,102.06026370,
+RESULTS,0.00328374,250,102.87147557,102.06026370,
+RESULTS,0.00455880,300,102.87041560,102.06026370,
+RESULTS,0.00815201,350,102.87203084,102.06026370,
+RESULTS,0.00946617,400,102.87123240,102.06026370,
+RESULTS,0.01353478,450,102.87049956,102.06026370,
+RESULTS,0.01484108,500,102.87172729,102.06026370,
+RESULTS,0.01767898,550,102.86961951,102.06026370,
+RESULTS,0.02073264,600,102.87068081,102.06026370,
+RESULTS,0.02274442,650,102.87021161,102.06026370,
+RESULTS,0.02582288,700,102.86985270,102.06026370,
+RESULTS,0.03333783,750,102.87073418,102.06026370,
+RESULTS,0.03445148,800,102.87034342,102.06026370,
+RESULTS,0.03891850,850,102.87007002,102.06026370,
+RESULTS,0.04353404,900,102.87071840,102.06026370,
+RESULTS,0.04808688,950,102.87037997,102.06026370,
 HEADER,BOND PRICE,PRICE,
-RESULTS,Bond Pure Price:,94.63182976,
+RESULTS,Bond Pure Price:,94.63134315,
 HEADER,TIME,Numtime_steps,BondWithOption,BondPure,
-RESULTS,0.01925254,100,68.86652588,95.06192803,
-RESULTS,0.00157714,150,68.92084368,95.06192803,
+RESULTS,0.02187037,100,68.86117255,95.06144129,
+RESULTS,0.00159264,150,68.92051307,95.06144129,

golden_tests/golden/TestFinBondFRN_GOLDEN.testLog

@@ -1,4 +1,4 @@
-File Created on:20250831_212903
+File Created on:20251106_162355
 BANNER,BLOOMBERG CITIGROUP FRN EXAMPLE
 HEADER,FIELD,VALUE,
 RESULTS,Discount Margin (bp) = ,103.19847467,

golden_tests/golden/TestFinBondFutures_GOLDEN.testLog

@@ -1,4 +1,4 @@
-File Created on:20250831_212903
+File Created on:20251106_162355
 BANNER,TABLE 3 EXAMPLE FROM CME
 BANNER,========================
 HEADER,BOND MATURITY,COUPON,PRICE,

golden_tests/golden/TestFinBondMortgage_GOLDEN.testLog

@@ -1,4 +1,4 @@
-File Created on:20250831_212903
+File Created on:20251106_162355
 HEADER,PAYMENT DATE,INTEREST,PRINCIPAL,OUTSTANDING,TOTAL,
 RESULTS,23-FEB-2018,0,0,130000,0,
 RESULTS,23-MAR-2018,379.16666667,906.34961034,129093.65038966,1285.51627700,

golden_tests/golden/TestFinBondOptionBDTModel_GOLDEN.testLog

@@ -1,57 +1,9 @@
-File Created on:20250831_212903
+File Created on:20251106_162355
 HEADER,STRIKE,STEPS,CALL_INT,CALL_INT_PV,CALL_EUR,CALL_AMER,PUT_INT,PUT_INT_PV,PUT_EUR,PUT_AMER,
-RESULTS,90,100,14.86937812,12.75180211,12.74428916,14.83723831,0,0.00000000,0.00000000,0.00000000,
-RESULTS,90,300,14.86937812,12.75180211,12.74485300,14.84194257,0,0.00000000,0.00000000,0.00000000,
-RESULTS,90,500,14.86937812,12.75180211,12.74496577,14.84288345,0,0.00000000,0.00000000,0.00000000,
-RESULTS,90,700,14.86937812,12.75180211,12.73439017,14.84328668,0,0.00000000,0.00000000,0.00000000,
-RESULTS,90,900,14.86937812,12.75180211,12.73677592,14.84351070,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,100,4.86937812,3.45689448,3.44907894,4.83723831,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,300,4.86937812,3.45689448,3.44923154,4.84194257,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,500,4.86937812,3.45689448,3.44926206,4.84288345,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,700,4.86937812,3.45689448,3.44237996,4.84328668,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,900,4.86937812,3.45689448,3.44391765,4.84351070,0,0.00000000,0.00000000,0.00000000,
-RESULTS,110,100,0,0.00000000,0.00000000,0.00000000,5.13062188,5.83801314,5.84613128,5.84613128,
-RESULTS,110,300,0,0.00000000,0.00000000,0.00000000,5.13062188,5.83801314,5.84638993,5.84638993,
-RESULTS,110,500,0,0.00000000,0.00000000,0.00000000,5.13062188,5.83801314,5.84644166,5.84644166,
-RESULTS,110,700,0,0.00000000,0.00000000,0.00000000,5.13062188,5.83801314,5.84963024,5.84963024,
-RESULTS,110,900,0,0.00000000,0.00000000,0.00000000,5.13062188,5.83801314,5.84894062,5.84894062,
-RESULTS,120,100,0,0.00000000,0.00000000,0.00000000,15.13062188,15.13292076,15.14134150,15.16549796,
-RESULTS,120,300,0,0.00000000,0.00000000,0.00000000,15.13062188,15.13292076,15.14201139,15.16072438,
-RESULTS,120,500,0,0.00000000,0.00000000,0.00000000,15.13062188,15.13292076,15.14214537,15.16085634,
-RESULTS,120,700,0,0.00000000,0.00000000,0.00000000,15.13062188,15.13292076,15.14164045,15.16091497,
-RESULTS,120,900,0,0.00000000,0.00000000,0.00000000,15.13062188,15.13292076,15.14179888,15.16094795,
-HEADER,LABEL,VALUE,
-RESULTS,Fixed Income Price:,99.54086773,
-HEADER,OPTION TYPE AND MODEL,STRIKE,VALUE,
-RESULTS,EUROPEAN CALL - BK,80,18.20619770,
-RESULTS,EUROPEAN CALL - BK,100,2.91557171,
-RESULTS,EUROPEAN CALL - BK,120,0.00078791,
-RESULTS,EUROPEAN CALL - BK,80,18.20619770,
-RESULTS,EUROPEAN CALL - BK,100,2.91557171,
-RESULTS,EUROPEAN CALL - BK,120,0.00078791,
-HEADER,LABEL,VALUE,
-RESULTS,Fixed Income Price:,99.54086773,
-HEADER,OPTION TYPE AND MODEL,STRIKE,VALUE,
-RESULTS,AMERICAN CALL - BK,80,19.49202957,
-RESULTS,AMERICAN CALL - BK,100,3.09386197,
-RESULTS,AMERICAN CALL - BK,120,0.00081564,
-RESULTS,AMERICAN CALL - BK,80,19.49202957,
-RESULTS,AMERICAN CALL - BK,100,3.09386197,
-RESULTS,AMERICAN CALL - BK,120,0.00081564,
-RESULTS,EUROPEAN PUT - BK,80,0.00000000,
-RESULTS,EUROPEAN PUT - BK,100,0.43257091,
-RESULTS,EUROPEAN PUT - BK,120,18.95122612,
-RESULTS,EUROPEAN PUT - BK,80,0.05641563,
-RESULTS,EUROPEAN PUT - BK,100,3.31777918,
-RESULTS,EUROPEAN PUT - BK,120,18.95498491,
-RESULTS,AMERICAN PUT - BK,80,0.00000000,
-RESULTS,AMERICAN PUT - BK,100,0.61408482,
-RESULTS,AMERICAN PUT - BK,120,20.50427747,
-RESULTS,AMERICAN PUT - BK,80,0.05867727,
-RESULTS,AMERICAN PUT - BK,100,3.55556133,
-RESULTS,AMERICAN PUT - BK,120,20.50797043,
-HEADER,LABEL,VALUE,
-RESULTS,BOND PRICE,100.60336243,
-HEADER,TIME,N,EUR_CALL,AMER_CALL,EUR_PUT,AMER_PUT,
-HEADER,LABEL,VALUE,
-RESULTS,OPTION,1.50044255,
+RESULTS,90,100,14.86874382,12.75116781,12.74365331,14.84895369,0,0.00000000,0.00000000,0.00000000,
+RESULTS,90,300,14.86874382,12.75116781,12.74421712,14.85365792,0,0.00000000,0.00000000,0.00000000,
+RESULTS,90,500,14.86874382,12.75116781,12.74432989,14.85459879,0,0.00000000,0.00000000,0.00000000,
+RESULTS,90,700,14.86874382,12.75116781,12.73375429,14.85500202,0,0.00000000,0.00000000,0.00000000,
+RESULTS,90,900,14.86874382,12.75116781,12.73614003,14.85522604,0,0.00000000,0.00000000,0.00000000,
+RESULTS,100,100,4.86874382,3.45626019,3.44844309,4.84895369,0,0.00000000,0.00000000,0.00000000,
+RESULTS,100,300,4.86874382,3.45626019,3.44859566,4.85365792,0,0.00000000,0.00000000,0.00000000,

golden_tests/golden/TestFinBondOptionBKModel_GOLDEN.testLog

@@ -1,61 +1,61 @@
-File Created on:20250831_212904
+File Created on:20251106_162355
 HEADER,STRIKE,STEPS,CALL_INT,CALL_INT_PV,CALL_EUR,CALL_AMER,PUT_INT,PUT_INT_PV,PUT_EUR,PUT_AMER,
-RESULTS,90,100,15.07522799,11.93292940,11.96181314,15.05044792,0,0.00000000,0.00000000,0.00000000,
-RESULTS,100,100,5.07522799,2.97229846,2.98924435,5.05044792,0,0.00000000,0.00000000,0.00000000,
-RESULTS,110,100,0,0.00000000,0.00000000,0.00000000,4.92477201,5.98833248,5.98332445,5.98332445,
+RESULTS,90.00000000,100,15.07460137,11.93230277,11.96118494,15.04981972,0,0.00000000,0.00000000,0.00000000,
+RESULTS,100.00000000,100,5.07460137,2.97167184,2.98861614,5.04981972,0,0.00000000,0.00000000,0.00000000,
+RESULTS,110.00000000,100,0,0.00000000,0.00000000,0.00000000,4.92539863,5.98895910,5.98395265,5.98395265,
 HEADER,LABEL,VALUE,
-RESULTS,Fixed Income Price:,99.54086773,
+RESULTS,Fixed Income Price:,99.52291116,
 HEADER,OPTION TYPE AND MODEL,STRIKE,VALUE,
-RESULTS,EUROPEAN CALL - BK,80,18.15768107,
-RESULTS,EUROPEAN CALL - BK,90,9.05354781,
-RESULTS,EUROPEAN CALL - BK,100,1.70550161,
-RESULTS,EUROPEAN CALL - BK,110,0.02978431,
-RESULTS,EUROPEAN CALL - BK,120,0.00000000,
-RESULTS,EUROPEAN CALL - BK,80,18.17099491,
-RESULTS,EUROPEAN CALL - BK,90,9.19821931,
-RESULTS,EUROPEAN CALL - BK,100,2.08554669,
-RESULTS,EUROPEAN CALL - BK,110,0.13147774,
-RESULTS,EUROPEAN CALL - BK,120,0.00000000,
+RESULTS,EUROPEAN CALL - BK,80.00000000,18.15619913,
+RESULTS,EUROPEAN CALL - BK,90.00000000,9.05212825,
+RESULTS,EUROPEAN CALL - BK,100.00000000,1.70504952,
+RESULTS,EUROPEAN CALL - BK,110.00000000,0.02970268,
+RESULTS,EUROPEAN CALL - BK,120.00000000,0.00000000,
+RESULTS,EUROPEAN CALL - BK,80.00000000,18.16951380,
+RESULTS,EUROPEAN CALL - BK,90.00000000,9.19680497,
+RESULTS,EUROPEAN CALL - BK,100.00000000,2.08508453,
+RESULTS,EUROPEAN CALL - BK,110.00000000,0.13138739,
+RESULTS,EUROPEAN CALL - BK,120.00000000,0.00000000,
 HEADER,LABEL,VALUE,
-RESULTS,Fixed Income Price:,99.54086773,
+RESULTS,Fixed Income Price:,99.52291116,
 HEADER,OPTION TYPE AND MODEL,STRIKE,VALUE,
-RESULTS,AMERICAN CALL - BK,80,19.50766941,
-RESULTS,AMERICAN CALL - BK,90,9.50766941,
-RESULTS,AMERICAN CALL - BK,100,0.00690729,
-RESULTS,AMERICAN CALL - BK,110,0.00000000,
-RESULTS,AMERICAN CALL - BK,120,0.00000000,
-RESULTS,AMERICAN CALL - BK,80,19.50766933,
-RESULTS,AMERICAN CALL - BK,90,9.75751490,
-RESULTS,AMERICAN CALL - BK,100,2.41102066,
-RESULTS,AMERICAN CALL - BK,110,0.10830107,
-RESULTS,AMERICAN CALL - BK,120,0.00005462,
-RESULTS,EUROPEAN PUT - BK,80,0.00000000,
-RESULTS,EUROPEAN PUT - BK,90,0.00000000,
-RESULTS,EUROPEAN PUT - BK,100,0.40596337,
-RESULTS,EUROPEAN PUT - BK,110,9.67650484,
-RESULTS,EUROPEAN PUT - BK,120,18.95368597,
-RESULTS,EUROPEAN PUT - BK,80,0.01300415,
-RESULTS,EUROPEAN PUT - BK,90,0.27426490,
-RESULTS,EUROPEAN PUT - BK,100,2.63744074,
-RESULTS,EUROPEAN PUT - BK,110,9.77589774,
-RESULTS,EUROPEAN PUT - BK,120,18.95373366,
-RESULTS,AMERICAN PUT - BK,80,0.00000000,
-RESULTS,AMERICAN PUT - BK,90,0.00000000,
-RESULTS,AMERICAN PUT - BK,100,0.53308513,
-RESULTS,AMERICAN PUT - BK,110,10.49232997,
-RESULTS,AMERICAN PUT - BK,120,20.49232997,
-RESULTS,AMERICAN PUT - BK,80,0.01368742,
-RESULTS,AMERICAN PUT - BK,90,0.30013150,
-RESULTS,AMERICAN PUT - BK,100,2.88348552,
-RESULTS,AMERICAN PUT - BK,110,10.55693902,
-RESULTS,AMERICAN PUT - BK,120,20.49233067,
+RESULTS,AMERICAN CALL - BK,80.00000000,19.50618394,
+RESULTS,AMERICAN CALL - BK,90.00000000,9.50618394,
+RESULTS,AMERICAN CALL - BK,100.00000000,0.00683718,
+RESULTS,AMERICAN CALL - BK,110.00000000,0.00000000,
+RESULTS,AMERICAN CALL - BK,120.00000000,0.00000000,
+RESULTS,AMERICAN CALL - BK,80.00000000,19.50618387,
+RESULTS,AMERICAN CALL - BK,90.00000000,9.75947160,
+RESULTS,AMERICAN CALL - BK,100.00000000,2.41034342,
+RESULTS,AMERICAN CALL - BK,110.00000000,0.10821460,
+RESULTS,AMERICAN CALL - BK,120.00000000,0.00005455,
+RESULTS,EUROPEAN PUT - BK,80.00000000,0.00000000,
+RESULTS,EUROPEAN PUT - BK,90.00000000,0.00000000,
+RESULTS,EUROPEAN PUT - BK,100.00000000,0.40738119,
+RESULTS,EUROPEAN PUT - BK,110.00000000,9.67799031,
+RESULTS,EUROPEAN PUT - BK,120.00000000,18.95517144,
+RESULTS,EUROPEAN PUT - BK,80.00000000,0.01301027,
+RESULTS,EUROPEAN PUT - BK,90.00000000,0.27442675,
+RESULTS,EUROPEAN PUT - BK,100.00000000,2.63828829,
+RESULTS,EUROPEAN PUT - BK,110.00000000,9.77729943,
+RESULTS,EUROPEAN PUT - BK,120.00000000,18.95521907,
+RESULTS,AMERICAN PUT - BK,80.00000000,0.00000000,
+RESULTS,AMERICAN PUT - BK,90.00000000,0.00000000,
+RESULTS,AMERICAN PUT - BK,100.00000000,0.53099396,
+RESULTS,AMERICAN PUT - BK,110.00000000,10.49381544,
+RESULTS,AMERICAN PUT - BK,120.00000000,20.49381544,
+RESULTS,AMERICAN PUT - BK,80.00000000,0.01369360,
+RESULTS,AMERICAN PUT - BK,90.00000000,0.30029794,
+RESULTS,AMERICAN PUT - BK,100.00000000,2.88391292,
+RESULTS,AMERICAN PUT - BK,110.00000000,10.55503889,
+RESULTS,AMERICAN PUT - BK,120.00000000,20.49381613,
 HEADER,TIME,N,PUT_AMER,PUT_EUR,CALL_AME,CALL_EUR,
-RESULTS,0.01297617,20,1.25821555,1.05270087,1.30832006,1.30659384,
-RESULTS,0.00055838,40,1.50320977,1.34974765,1.16610533,1.07311943,
-RESULTS,0.00078225,60,1.46265811,1.34327802,1.17657962,1.06589604,
-RESULTS,0.00109768,80,1.52824787,1.36230393,1.17980339,1.08567596,
+RESULTS,0.00041747,20,1.25796965,1.05292301,1.30774166,1.30601934,
+RESULTS,0.00062513,40,1.50387963,1.35089541,1.16639725,1.07347055,
+RESULTS,0.00135899,60,1.46162827,1.34375641,1.17707027,1.06557779,
+RESULTS,0.00160742,80,1.51694361,1.36276817,1.19630399,1.08534356,
 HEADER,LABEL,VALUE,
-RESULTS,BOND PRICE,100.60336243,
+RESULTS,BOND PRICE,100.60282385,
 HEADER,TIME,N,EUR_CALL,AMER_CALL,EUR_PUT,AMER_PUT,
 HEADER,LABEL,VALUE,
-RESULTS,OPTION,1.11155237,
+RESULTS,OPTION,1.11131329,