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| author | Markus Mohrhard <markus.mohrhard@googlemail.com> | 2014-04-06 17:19:16 +0200 |
|---|---|---|
| committer | Markus Mohrhard <markus.mohrhard@googlemail.com> | 2014-04-06 17:19:55 +0200 |
| commit | f170367642cf9114c918f965ea966fbb53e12c61 (patch) | |
| tree | 2d89afbd0d354e9339e251e79e89c60fbdb628f2 /scaddins/source/pricing/black_scholes.hxx | |
| parent | 4b243d22018c04fedbb32118093567aa059c67ff (diff) | |
whitespace cleanup in scaddins
Change-Id: I05d0ee9db5a243631a8568dfc967328520e0799a
Diffstat (limited to 'scaddins/source/pricing/black_scholes.hxx')
| -rw-r--r-- | scaddins/source/pricing/black_scholes.hxx | 4 |
1 files changed, 0 insertions, 4 deletions
diff --git a/scaddins/source/pricing/black_scholes.hxx b/scaddins/source/pricing/black_scholes.hxx index ae243950b854..92099b22c3e0 100644 --- a/scaddins/source/pricing/black_scholes.hxx +++ b/scaddins/source/pricing/black_scholes.hxx @@ -78,8 +78,6 @@ double binasset(double S, double vol, double rd, double rf, double tau, double K, types::PutCall pc, types::Greeks greeks); - - // vanilla put/call option // call pays (S_T-K)^+ // put pays (K-S_T)^+ @@ -109,8 +107,6 @@ double putcalltrunc(double S, double vol, double rd, double rf, double tau, double K, double B1, double B2, types::PutCall pc, types::Greeks greek); - - // barrier // touch/no-touch options (cash/asset or nothing payoff profile) double touch(double S, double vol, double rd, double rf, |