cleanup

2017-04-17 23:52:36 -04:00
parent 8912cbd751
commit 0985dedd8f
2 changed files with 0 additions and 3 deletions
--- 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,
--- a/src/utils.c
+++ b/src/utils.c
@@ -1,5 +1,3 @@
-#define M_SQRT1_2  0.707106781186547524401
-
 #include <math.h>
 #include <stdlib.h>