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@@ -128,7 +128,7 @@ if __name__ == '__main__':
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v2 = v1 * 1.01
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print 'validating vega: (%0.2f - %0.2f) / (%0.4f - %0.4f) = %0.2f' % (npv2, npv1, v2, v1, (npv2-npv1)/ (v2 - v1))
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-
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+ print 'validating gamma: (%0.2f - %0.2f) / (%0.4f - %0.4f) = %0.2f' % (npv2, npv1, v2, v1, (npv2-npv1)/ (v2 - v1))
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results = cal_option(23067.0, 22000, 'C', '20151018', '20151029', 0.0009, 0.0328, 0.2918*1.01)
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print ''.join ('%s=%0.4f, '%(k,v) for k, v in results.iteritems())
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