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author | Julien Nabet <serval2412@yahoo.fr> | 2015-06-23 20:30:11 +0200 |
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committer | Julien Nabet <serval2412@yahoo.fr> | 2015-06-23 20:30:11 +0200 |
commit | cf92da3d6e1de14756efe3f1ee79f393a2f3787d (patch) | |
tree | e459cecb503f3de8550c078e01a4a3634ca3fb5f /scaddins/source/pricing/black_scholes.cxx | |
parent | b9064c0780232610af9e4d45ba5c85b9496d1f75 (diff) |
Typo: iff->if
Change-Id: I3fc60856b5a56e71d70b55c89323be074bdec3b3
Diffstat (limited to 'scaddins/source/pricing/black_scholes.cxx')
-rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index 95fa888a87ff..97885596cacf 100644 --- a/scaddins/source/pricing/black_scholes.cxx +++ b/scaddins/source/pricing/black_scholes.cxx @@ -888,7 +888,7 @@ double prob_hit(double S, double vol, double mu, } // probability of being in-the-money, ie payoff is greater zero, -// assuming payoff(S_T) > 0 iff S_T in [B1, B2] +// assuming payoff(S_T) > 0 if S_T in [B1, B2] // this the same as the price of a cash or nothing option // with no discounting double prob_in_money(double S, double vol, double mu, |