class_docstr: Tests for methods for the vanilla pricing module.
class_docstr_tok: ["Tests","for","methods","for","the","vanilla","pricing","module","."]
docstr: Tests that the prices using normal model are correct.
docstr_tok: ["Tests","that","the","prices","using","normal","model","are","correct","."]
code: def test_option_prices_normal(self):
      """Tests that the prices using normal model are correct."""
      forwards = np.array([0.01, 0.02, 0.03, 0.03, 0.05])
      strikes = np.array([0.03, 0.03, 0.03, 0.03, 0.03])
      volatilities = np.array([0.0001, 0.001, 0.01, 0.005, 0.02])
      expiries = 1.0
      computed_prices = self.evaluate(
          tff.black_scholes.option_price(
              volatilities=volatilities,
              strikes=strikes,
              expiries=expiries,
              forwards=forwards,
              is_normal_volatility=True,
          )
      )
  
      expected_prices = np.array(
          [
              0.0,
              0.0,
              0.0039894228040143,
              0.0019947114020072,
              0.0216663094117537,
          ]
      )
      self.assertArrayNear(expected_prices, computed_prices, 1e-10)
  
imports: import functools
  from absl.testing import parameterized
  import numpy
  import tensorflow.compat.v2
  import tensorflow_probability
  import tf_quant_finance
  from tensorflow.python.framework import test_util
label_desc: Use image node_id 2 for calling the VanillaPrice obj's underlying member method code with example usage: obj.test_option_prices_normal() without return types