From b7f398d8d0864da95651f3ad62d6a78c24bcca5b Mon Sep 17 00:00:00 2001
From: Kevin <kevin.d.keogh@gmail.com>
Date: Sat, 16 Sep 2017 17:37:52 -0400
Subject: [PATCH] Cleanup and function simplification

---
 models.go | 14 +++-----------
 1 file changed, 3 insertions(+), 11 deletions(-)

diff --git a/models.go b/models.go
index f14e440..12932a5 100644
--- a/models.go
+++ b/models.go
@@ -7,7 +7,6 @@ import (
 )
 
 // Option struct that holds all the details of an option
-// Option details
 type Option struct {
 	OptType    int64
 	Strike     float64
@@ -39,11 +38,9 @@ func gbmSimulation(spot float64, rfr float64, vol float64, tte float64, randNum
 	return spot * math.Exp(drift+stoch)
 }
 
-// runSimulations is the main function that runs Monte Carlo simulations
-// for an option. Note that it runs normal Geometric Brownian Motion
-// to calculate the future spot levels
-func runSimulations(opt *Option) {
-
+// PriceMonteCarlo is the exported method to run the simulations and value
+// a vanilla option using Monte Carlo methods
+func (opt *Option) PriceMonteCarlo() {
 	var i int64
 	var level float64
 
@@ -89,8 +86,3 @@ func runSimulations(opt *Option) {
 	opt.Rho = (opt.Rho/float64(opt.Sims)*math.Exp(-(opt.Rfr+0.01)*tte) - opt.FV)
 }
 
-// PriceMonteCarlo is the exported method to run the simulations and value
-// a vanilla option using Monte Carlo methods
-func (opt *Option) PriceMonteCarlo() {
-	runSimulations(opt)
-}