From d3085fde5850cf31b9ef6a9acfc255d6f86d610a Mon Sep 17 00:00:00 2001
From: Alec Loudenback <alecloudenback@gmail.com>
Date: Fri, 24 May 2024 22:30:28 -0500
Subject: [PATCH] Stochastic Model WIP

---
 test/stochastic.jl | 6 ++++++
 1 file changed, 6 insertions(+)
 create mode 100644 test/stochastic.jl

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