diff options
Diffstat (limited to 'scaddins/source/pricing')
-rw-r--r-- | scaddins/source/pricing/black_scholes.cxx | 14 | ||||
-rw-r--r-- | scaddins/source/pricing/black_scholes.hxx | 4 | ||||
-rw-r--r-- | scaddins/source/pricing/pricing.cxx | 2 | ||||
-rw-r--r-- | scaddins/source/pricing/pricing.hxx | 26 |
4 files changed, 0 insertions, 46 deletions
diff --git a/scaddins/source/pricing/black_scholes.cxx b/scaddins/source/pricing/black_scholes.cxx index c6d989f541c7..95fa888a87ff 100644 --- a/scaddins/source/pricing/black_scholes.cxx +++ b/scaddins/source/pricing/black_scholes.cxx @@ -100,8 +100,6 @@ inline double pnorm(double x) { return 0.5 * ::rtl::math::erfc(-x * 0.7071067811865475); } - - // binary option cash (domestic) // call - pays 1 if S_T is above strike K // put - pays 1 if S_T is below strike K @@ -192,8 +190,6 @@ double bincash(double S, double vol, double rd, double rf, return exp(-rd*tau)*val; } - - // binary option asset (foreign) // call - pays S_T if S_T is above strike K // put - pays S_T if S_T is below strike K @@ -354,8 +350,6 @@ double binary(double S, double vol, double rd, double rf, return val; } - - // vanilla put/call option // call pays (S_T-K)^+ // put pays (K-S_T)^+ @@ -539,8 +533,6 @@ double vanilla_trunc(double S, double vol, double rd, double rf, } // namespace internal - - // path dependent options @@ -831,8 +823,6 @@ double barrier(double S, double vol, double rd, double rf, } // namespace internal - - // touch/no-touch options (cash/asset or nothing payoff profile) double touch(double S, double vol, double rd, double rf, double tau, double B1, double B2, types::ForDom fd, @@ -885,8 +875,6 @@ double barrier(double S, double vol, double rd, double rf, return val; } - - // probability of hitting a barrier // this is almost the same as the price of a touch option (domestic) // as it pays one if a barrier is hit; we only have to offset the @@ -949,8 +937,6 @@ double prob_in_money(double S, double vol, double mu, return val; } - - } // namespace bs } // namespace pricing 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, diff --git a/scaddins/source/pricing/pricing.cxx b/scaddins/source/pricing/pricing.cxx index e3db898e4511..b6be6c36be58 100644 --- a/scaddins/source/pricing/pricing.cxx +++ b/scaddins/source/pricing/pricing.cxx @@ -160,8 +160,6 @@ const ScaFuncData* ScaFuncDataList::Get( const OUString& rProgrammaticName ) con return NULL; } - - ScaFuncRes::ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, OUString& rRet ) : Resource( rResId ) { diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx index f8cc8bd5c246..b465a1fb5197 100644 --- a/scaddins/source/pricing/pricing.hxx +++ b/scaddins/source/pricing/pricing.hxx @@ -17,8 +17,6 @@ * 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 @@ -26,8 +24,6 @@ // 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 @@ -47,8 +43,6 @@ - - namespace sca { namespace pricing { @@ -95,8 +89,6 @@ inline void ScaList::Append( void* pNew ) } - - class ScaStringList : protected ScaList { public: @@ -142,8 +134,6 @@ inline void ScaStringList::Append( const OUString& rNew ) } - - class ScaResId : public ResId { public: @@ -151,8 +141,6 @@ public: }; - - class ScaResStringLoader : public Resource { private: @@ -174,8 +162,6 @@ inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nSt } - - class ScaResStringArrLoader : public Resource { private: @@ -187,8 +173,6 @@ public: inline const ResStringArray& GetStringArray() const { return aStrArray; } }; - - inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ) : Resource( ScaResId( nResId, rResMgr ) ), aStrArray( ScaResId( nArrayId, rResMgr ) ) @@ -197,8 +181,6 @@ inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt } - - class ScaResPublisher : public Resource { public: @@ -211,8 +193,6 @@ public: }; - - class ScaFuncRes : public Resource { public: @@ -220,8 +200,6 @@ public: }; - - enum ScaCategory { ScaCat_AddIn, @@ -276,8 +254,6 @@ public: }; - - class ScaFuncDataList : private ScaList { OUString aLastName; @@ -320,8 +296,6 @@ inline ScaFuncData* ScaFuncDataList::Next() - - css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance( const css::uno::Reference< css::lang::XMultiServiceFactory >& ); |