diff options
Diffstat (limited to 'scaddins/source/pricing/black_scholes.cxx')
-rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index ff5c5f71cda6..126901ad5c20 100644 --- a/scaddins/source/pricing/black_scholes.cxx +++ b/scaddins/source/pricing/black_scholes.cxx @@ -86,16 +86,16 @@ namespace bs { // helper functions -static inline double sqr(double x) { +static double sqr(double x) { return x*x; } // normal density (see also ScInterpreter::phi) -static inline double dnorm(double x) { +static double dnorm(double x) { //return (1.0/sqrt(2.0*M_PI))*exp(-0.5*x*x); // windows may not have M_PI return 0.39894228040143268*exp(-0.5*x*x); } // cumulative normal distribution (see also ScInterpreter::integralPhi) -static inline double pnorm(double x) { +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); } |