I've written some code to calculate European option prices using the Black-Scholes analytical method. Can somebody recommend a good way to test that code? I have looked at option pricers online like IVolatility. However, I'm not sure if they use the method I am trying to test.
An easy and fast way is checking your values against Excel functions. See, the picture below.
Or, maybe you could post your code and people will have a look at it.