[Returnanalytics-commits] r2144 - pkg/PerformanceAnalytics/sandbox/Meucci/R

[noreply at r-forge.r-project.org]

Author: mkshah
Date: 2012-07-10 04:39:12 +0200 (Tue, 10 Jul 2012)
New Revision: 2144

Modified:
   pkg/PerformanceAnalytics/sandbox/Meucci/R/ButterflyTrading.R
Log:
Removing unnecessary comments

Modified: pkg/PerformanceAnalytics/sandbox/Meucci/R/ButterflyTrading.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/R/ButterflyTrading.R	2012-07-10 02:38:36 UTC (rev 2143)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/R/ButterflyTrading.R	2012-07-10 02:39:12 UTC (rev 2144)
@@ -115,7 +115,7 @@
 ComputeCVaR = function( Units , Scenarios , Conf )
 {
   PnL = Scenarios %*% Units
-  Sort_PnL = PnL[ order( PnL , decreasing = FALSE ) ] # DOUBLE CHECK IF I SHOULD USE ORDER INSTEAD OF SORT
+  Sort_PnL = PnL[ order( PnL , decreasing = FALSE ) ]
     
   J = length( PnL )
   Cut = round( J %*% ( 1 - Conf ) , 0 )