class_docstr: Tests for methods for the vanilla pricing module.
class_docstr_tok: ["Tests","for","methods","for","the","vanilla","pricing","module","."]
docstr: Tests that very long expiry put option is worth the strike.
docstr_tok: ["Tests","that","very","long","expiry","put","option","is","worth","the","strike","."]
code: def test_price_long_expiry_puts(self):
      """Tests that very long expiry put option is worth the strike."""
      forwards = np.array([1.0, 1.0, 1.0, 1.0])
      strikes = np.array([0.1, 10.0, 3.0, 0.0001])
      volatilities = np.array([0.1, 0.2, 0.5, 0.9])
      expiries = 1e10
      expected_prices = strikes
      computed_prices = self.evaluate(
          tff.black_scholes.option_price(
              volatilities=volatilities,
              strikes=strikes,
              expiries=expiries,
              forwards=forwards,
              is_call_options=False,
          )
      )
      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 6 for calling the VanillaPrice obj's underlying member method code with example usage: obj.test_price_long_expiry_puts() without return types