diff --git a/README b/README
index 2e3b528..dd83d0d 100644
--- a/README
+++ b/README
@@ -1,7 +1,7 @@
-Demonstration of a black-scholes model in C
+Demonstration of a Black-Scholes Model in C
 
 Note that there are two models, a pure Monte Carlo implementation
-and the closed form black scholes equation.
+and the closed form Black-Scholes equation.
 
 Recommended number of simulations is 100,000,000 for Gamma convergence, the
 other Greeks converge by 1,000,000.
diff --git a/src/opt-pricer.c b/src/opt-pricer.c
index d3ef5f5..6a26029 100644
--- a/src/opt-pricer.c
+++ b/src/opt-pricer.c
@@ -151,16 +151,6 @@ int main(int argc, char *argv[])
 	bs_opt.type        = mc_opt.type        = type;
 	mc_opt.sims = sims;
 
-	/*
-	mc_opt.spot = spot;
-	mc_opt.strike = strike;
-	mc_opt.expiry_date = &expiry;
-	mc_opt.value_date = &value;
-	mc_opt.rfr = rfr;
-	mc_opt.vol = vol;
-	mc_opt.type = type;
-	*/
-
 	strftime(expiry_date, 11, "%Y-%m-%d", &expiry);
 	strftime(value_date, 11, "%Y-%m-%d", &value);
 	bsm(&bs_opt);