To test the model, you will make 5 trades using 5 different sets of data.
You may define the parameters of the put call parity or use the following assumption for the parameters:
Interest rate is 5%Transaction costs for a stock trade (selling or buying) is $10 per order.
Transaction costs for an options trade (selling or buying) is $25 per order.
Transaction costs for a bond trade (selling or buying) is $25per order.
Assume 365 days a year. Last trade price may be used for a stock, call, or put.