diff options
Diffstat (limited to 'scaddins/source/pricing/black_scholes.cxx')
| -rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index 57344d85cbec..88bdfc999b35 100644 --- a/scaddins/source/pricing/black_scholes.cxx +++ b/scaddins/source/pricing/black_scholes.cxx @@ -93,8 +93,7 @@ static double dnorm(double x) { } // cumulative normal distribution (see also ScInterpreter::integralPhi) static double pnorm(double x) { - //return 0.5*(erf(sqrt(0.5)*x)+1.0); // windows may not have erf - return 0.5 * ::rtl::math::erfc(-x * 0.7071067811865475); + return 0.5 * std::erfc(-x * 0.7071067811865475); } // binary option cash (domestic) |