From d64531d7a5644d5b4df9cc9abe25618938d9560f Mon Sep 17 00:00:00 2001 From: hudde Date: Wed, 20 Mar 2024 22:21:38 +0100 Subject: [PATCH] refactoring --- R/Malliavin_Geometric_Asian_Greeks.R | 5 ----- 1 file changed, 5 deletions(-) diff --git a/R/Malliavin_Geometric_Asian_Greeks.R b/R/Malliavin_Geometric_Asian_Greeks.R index ed06a55..68e6285 100644 --- 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)