refactoring

ahudde · Mar 20, 2024 · d64531d · d64531d
1 parent d0d1ba6
commit d64531d
Showing 1 changed file with 0 additions and 5 deletions.
diff --git a/R/Malliavin_Geometric_Asian_Greeks.R b/R/Malliavin_Geometric_Asian_Greeks.R
@@ -144,11 +144,6 @@ Malliavin_Geometric_Asian_Greeks <- function(
 
   X_T <- X[, steps + 1]
 
-  if ("vega" %in% greek) {
-    XW <- calc_XW(X, W, steps, paths, dt)
-    tXW <- calc_tXW(X, W, steps, paths, dt)
-  }
-
   # TODO: comment
   I_W <- calc_I(W, steps, dt)