[Returnanalytics-commits] r3975 - pkg/Dowd/R
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noreply at r-forge.r-project.org
Thu Aug 20 10:13:23 CEST 2015
Author: dacharya
Date: 2015-08-20 10:13:23 +0200 (Thu, 20 Aug 2015)
New Revision: 3975
Modified:
pkg/Dowd/R/BlackScholesPutESSim.R
Log:
Minor typos corrected
Modified: pkg/Dowd/R/BlackScholesPutESSim.R
===================================================================
--- pkg/Dowd/R/BlackScholesPutESSim.R 2015-08-20 08:12:40 UTC (rev 3974)
+++ pkg/Dowd/R/BlackScholesPutESSim.R 2015-08-20 08:13:23 UTC (rev 3975)
@@ -50,7 +50,7 @@
lnSt[i] <- lnS + rnorm(1, nudt, sigmadt) # Random stock price movement
newStockPrice[i] <- exp(lnSt[i, 1]) # New stock price
}
- # Profit/Loss camculation
+ # Profit/Loss calculation
profitOrLoss <- double(M)
if (amountInvested > 0) { # If option position is long
for (i in 1:M) {
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