From 0985dedd8ffb45019f4e92b0dcc787298ed65cb3 Mon Sep 17 00:00:00 2001
From: Kevin Keogh <kevin.d.keogh@gmail.com>
Date: Mon, 17 Apr 2017 23:52:36 -0400
Subject: [PATCH] cleanup

---
 src/gbm_mc.c | 1 -
 src/utils.c  | 2 --
 2 files changed, 3 deletions(-)

diff --git a/src/gbm_mc.c b/src/gbm_mc.c
index cdcadd4..1447de7 100644
--- a/src/gbm_mc.c
+++ b/src/gbm_mc.c
@@ -13,7 +13,6 @@ double gbm_simulation(double spot, double rfr, double vol, double tte, double ra
 	drift = (rfr - pow(vol, 2) / 2) * tte;
 	stoch = vol * pow(tte, 0.5) * rand;
 	return spot * exp(drift + stoch);
-
 }
 
 double gbm(double spot, double rfr, double vol, double strike, struct tm expiry,
diff --git a/src/utils.c b/src/utils.c
index aa188c6..716cea3 100644
--- a/src/utils.c
+++ b/src/utils.c
@@ -1,5 +1,3 @@
-#define M_SQRT1_2  0.707106781186547524401
-
 #include <math.h>
 #include <stdlib.h>