final double optNPV = option.NPV();
expected.put("value", refNPV);
calculated.put("value", optNPV);
if (testGreeks && option.NPV() > spot.value() * 1.0e-5) {
expected.put("delta", refOption.delta());
expected.put("gamma", refOption.gamma());
expected.put("theta", refOption.theta());
calculated.put("delta", option.delta());
calculated.put("gamma", option.gamma());