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authorAlexander Wilms <f.alexander.wilms@gmail.com>2014-02-25 20:03:56 +0100
committerCaolán McNamara <caolanm@redhat.com>2014-02-26 08:43:20 -0600
commitca884aab652b2eba6e05e7fae0f2d2d9a8dae5db (patch)
treeacaafe5a201c952ab49530c45929e772f8560b0e /scaddins/source/pricing
parent2e9f7694b4c02e7dd592890d87b4710b45ce588b (diff)
Remove visual noise from scaddins
Change-Id: I533b172ae62b6a2056109c0e6cf854ec89de8391 Reviewed-on: https://gerrit.libreoffice.org/8302 Reviewed-by: Caolán McNamara <caolanm@redhat.com> Tested-by: Caolán McNamara <caolanm@redhat.com>
Diffstat (limited to 'scaddins/source/pricing')
-rw-r--r--scaddins/source/pricing/black_scholes.cxx26
-rw-r--r--scaddins/source/pricing/black_scholes.hxx2
-rw-r--r--scaddins/source/pricing/pricing.cxx2
-rw-r--r--scaddins/source/pricing/pricing.hxx38
4 files changed, 34 insertions, 34 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx
index cf5087cf6a3b..c6d989f541c7 100644
--- a/scaddins/source/pricing/black_scholes.cxx
+++ b/scaddins/source/pricing/black_scholes.cxx
@@ -20,21 +20,21 @@
// options prices and greeks in the Black-Scholes model
// also known as TV (theoretical value)
-//
+
// the code is structured as follows:
-//
+
// (1) basic assets
// - cash-or-nothing option: bincash()
// - asset-or-nothing option: binasset()
-//
+
// (2) derived basic assets, can all be priced based on (1)
// - vanilla put/call: putcall() = +/- ( binasset() - K*bincash() )
// - truncated put/call (barriers active at maturity only)
-//
+
// (3) write a wrapper function to include all vanilla pricers
// - this is so we don't duplicate code when pricing barriers
// as this is derived from vanillas
-//
+
// (4) single barrier options (knock-out), priced based on truncated vanillas
// - it follows from the reflection principle that the price W(S) of a
// single barrier option is given by
@@ -44,28 +44,28 @@
// - to reduce code duplication and in anticipation of double barrier
// options we write the following function
// barrier_term(S,c) = V(c*S) - (B/S)^a V(c*B^2/S)
-//
+
// (5) double barrier options (knock-out)
// - value is an infinite sum over option prices of the corresponding
// truncated vanillas (truncated at both barriers):
-//
+
// W(S)=sum (B2/B1)^(i*a) (V(S(B2/B1)^(2i)) - (B1/S)^a V(B1^2/S (B2/B1)^(2i))
-//
+
// (6) write routines for put/call barriers and touch options which
// mainly call the general double barrier pricer
// the main routines are touch() and barrier()
// both can price in/out barriers, double/single barriers as well as
// vanillas
-//
-//
+
+
// the framework allows any barriers to be priced as long as we define
// the value/greek functions for the corresponding truncated vanilla
// and wrap them into internal::vanilla() and internal::vanilla_trunc()
-//
+
// disadvantage of that approach is that due to the rules of
// differentiations the formulas for greeks become long and possible
// simplifications in the formulas won't be made
-//
+
// other code inefficiency due to multiplication with pm (+/- 1)
// cvtsi2sd: int-->double, 6/3 cycles
// mulsd: double-double multiplication, 5/1 cycles
@@ -73,7 +73,7 @@
// which are efficient
// note this is tiny anyway as compared to exp/log (100 cycles),
// pow (200 cycles), erf (70 cycles)
-//
+
// this code is not tested for numerical instability, ie overruns,
// underruns, accuracy, etc
diff --git a/scaddins/source/pricing/black_scholes.hxx b/scaddins/source/pricing/black_scholes.hxx
index 5e665c535471..ae243950b854 100644
--- a/scaddins/source/pricing/black_scholes.hxx
+++ b/scaddins/source/pricing/black_scholes.hxx
@@ -24,7 +24,7 @@ namespace bs {
namespace types {
enum Greeks {
- Value = 0, //
+ Value = 0,
Delta = 1, // d/dS
Gamma = 2, // d^2/dS^2
Theta = 3, // d/dt
diff --git a/scaddins/source/pricing/pricing.cxx b/scaddins/source/pricing/pricing.cxx
index 24c66092d76f..b079942e7213 100644
--- a/scaddins/source/pricing/pricing.cxx
+++ b/scaddins/source/pricing/pricing.cxx
@@ -18,7 +18,7 @@
*/
// pricing functions add in
-//
+
// all of the UNO add-in technical details have been copied from
// ../datefunc/datefunc.cxx
diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx
index 7a5673efa8cc..5f9a066f172f 100644
--- a/scaddins/source/pricing/pricing.hxx
+++ b/scaddins/source/pricing/pricing.hxx
@@ -17,16 +17,16 @@
* the License at http://www.apache.org/licenses/LICENSE-2.0 .
*/
-//------------------------------------------------------------------
-//
+
+
// option pricing functions add in
-//
+
// most parts of this files are technical UNO details which are
// all copied from ../datefunc/datefunc.hxx
// to avoid having to rename all classes to do with UNO
// technicalities we use our own namespace
-//
-//------------------------------------------------------------------
+
+
#ifndef _SCA_PRICING_HXX
#define _SCA_PRICING_HXX
@@ -47,7 +47,7 @@
-//------------------------------------------------------------------
+
namespace sca {
namespace pricing {
@@ -95,7 +95,7 @@ inline void ScaList::Append( void* pNew )
}
-//------------------------------------------------------------------
+
class ScaStringList : protected ScaList
{
@@ -142,7 +142,7 @@ inline void ScaStringList::Append( const OUString& rNew )
}
-//------------------------------------------------------------------
+
class ScaResId : public ResId
{
@@ -151,7 +151,7 @@ public:
};
-//------------------------------------------------------------------
+
class ScaResStringLoader : public Resource
{
@@ -174,7 +174,7 @@ inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nSt
}
-//------------------------------------------------------------------
+
class ScaResStringArrLoader : public Resource
{
@@ -197,7 +197,7 @@ inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt
}
-//------------------------------------------------------------------
+
class ScaResPublisher : public Resource
{
@@ -211,7 +211,7 @@ public:
};
-//------------------------------------------------------------------
+
class ScaFuncRes : public Resource
{
@@ -220,7 +220,7 @@ public:
};
-//------------------------------------------------------------------
+
enum ScaCategory
{
@@ -276,7 +276,7 @@ public:
};
-//------------------------------------------------------------------
+
class ScaFuncDataList : private ScaList
{
@@ -319,8 +319,8 @@ inline ScaFuncData* ScaFuncDataList::Next()
-//------------------------------------------------------------------
-//------------------------------------------------------------------
+
+
css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
const css::uno::Reference< css::lang::XMultiServiceFactory >& );
@@ -381,9 +381,9 @@ public:
virtual sal_Bool SAL_CALL supportsService( const OUString& ServiceName ) throw( css::uno::RuntimeException );
virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() throw( css::uno::RuntimeException );
- // ----------------------------------------
+
// methods from own interfaces start here
- // ----------------------------------------
+
virtual double SAL_CALL getOptBarrier( double spot, double vol,
double r, double rf, double T, double strike,
@@ -407,7 +407,7 @@ public:
const css::uno::Any& strikeval, const css::uno::Any& put_call ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException );
};
-//------------------------------------------------------------------
+
#endif