refactoring: removing unnessery interal functions

ahudde · Jan 31, 2024 · 63902a6 · 63902a6
1 parent 40afbcf
commit 63902a6
Showing 1 changed file with 0 additions and 6 deletions.
diff --git a/R/Malliavin_Geometric_Asian_Greeks.R b/R/Malliavin_Geometric_Asian_Greeks.R
@@ -87,16 +87,10 @@ Malliavin_Geometric_Asian_Greeks <- function(
     payoff <- function(x, exercise_price) {
       return(pmax(0, x - exercise_price))
     }
-    dpayoff <- function(x, exercise_price) {
-      return((x > exercise_price) + 0)
-    }
   } else if (payoff == "put") {
     payoff <- function(x, exercise_price) {
       return(pmax(0, exercise_price - x))
     }
-    dpayoff <- function(x, exercise_price) {
-      return(-(x < exercise_price) + 0)
-    }
   } else if (payoff == "digital_call") {
     payoff <- function(x, exercise_price) {ifelse(x >= exercise_price, 1, 0)
     }