diff options
| author | Stephan Bergmann <sbergman@redhat.com> | 2017-05-18 21:58:31 +0200 |
|---|---|---|
| committer | Stephan Bergmann <sbergman@redhat.com> | 2017-05-18 21:58:31 +0200 |
| commit | 52ef15cbdb428596b562dbbbc92ae2fcf3473890 (patch) | |
| tree | e2a73ce67c78e310a41e55d2873667d9f4d20e27 /scaddins/source/pricing | |
| parent | 6bde2e93a2e0f94bc2263928cb27c4b85827822d (diff) | |
Revert "Fix typos"
This reverts commit 26a67002fcb9381b54de6cae1aaa37120d49066a. "Iff" is not a
typo, see 2a65bf32ec270484dcea4d22d3c93552dc0c24dd "Revert 'Typo: iff->if'".
Diffstat (limited to 'scaddins/source/pricing')
| -rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 2 | ||||
| -rw-r--r-- | scaddins/source/pricing/black_scholes.hxx | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index 9380da5c64fd..8a8cd1eb88da 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 if S_T in [B1, B2] +// assuming payoff(S_T) > 0 iff 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, diff --git a/scaddins/source/pricing/black_scholes.hxx b/scaddins/source/pricing/black_scholes.hxx index c42ba182a757..cdcb20b84182 100644 --- a/scaddins/source/pricing/black_scholes.hxx +++ b/scaddins/source/pricing/black_scholes.hxx @@ -130,7 +130,7 @@ 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 if S_T in [B1, B2] +// assuming payoff(S_T) > 0 iff S_T in [B1, B2] double prob_in_money(double S, double vol, double mu, double tau, double B1, double B2); double prob_in_money(double S, double vol, double mu, |