a) the correctness of the returned value is tested by reproducing results available in literature.
b) the correctness of the returned greeks is tested by reproducing results available in literature.
c) the correctness of the returned greeks is tested by reproducing numerical derivatives.
d) the correctness of the returned implied volatility is tested by using it for reproducing the target value.
e) the implied-volatility calculation is tested by checking that it does not modify the option.
f) the correctness of the returned value in case of cash-or-nothing digital payoff is tested by reproducing results available in literature.
g) the correctness of the returned value in case of asset-or-nothing digital payoff is tested by reproducing results available in literature.
h) the correctness of the returned value in case of gap digital payoff is tested by reproducing results available in literature.
i) the correctness of the returned greeks in case of cash-or-nothing digital payoff is tested by reproducing numerical derivatives.