diff options
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, |