[gnumeric] fix various derivative functions
- From: Andreas J. Guelzow <guelzow src gnome org>
- To: svn-commits-list gnome org
- Cc:
- Subject: [gnumeric] fix various derivative functions
- Date: Fri, 14 Aug 2009 19:41:25 +0000 (UTC)
commit 827b92cd8fb3618fb3225d38eefe0e38efceeeee
Author: Andreas J. Guelzow <aguelzow pyrshep ca>
Date: Fri Aug 14 13:40:47 2009 -0600
fix various derivative functions
2009-08-14 Andreas J. Guelzow <aguelzow pyrshep ca>
* derivatives.c (help_opt_bs_carrycost): fix description
(help_opt_complex_chooser): This should not have a call_put flag
(derivatives_functions): fix number of arguments for opt_bs_delta,
opt_bs_rho, opt_bs_theta, and opt_bs_carrycost
plugins/derivatives/ChangeLog | 7 +++++++
plugins/derivatives/options.c | 11 +++++------
2 files changed, 12 insertions(+), 6 deletions(-)
---
diff --git a/plugins/derivatives/ChangeLog b/plugins/derivatives/ChangeLog
index f5dbf63..8b767c8 100644
--- a/plugins/derivatives/ChangeLog
+++ b/plugins/derivatives/ChangeLog
@@ -1,5 +1,12 @@
2009-08-14 Andreas J. Guelzow <aguelzow pyrshep ca>
+ * derivatives.c (help_opt_bs_carrycost): fix description
+ (help_opt_complex_chooser): This should not have a call_put flag
+ (derivatives_functions): fix number of arguments for opt_bs_delta,
+ opt_bs_rho, opt_bs_theta, and opt_bs_carrycost
+
+2009-08-14 Andreas J. Guelzow <aguelzow pyrshep ca>
+
* derivatives.c (help_opt_2_asset_correlation): add argument and
fix argument order
diff --git a/plugins/derivatives/options.c b/plugins/derivatives/options.c
index 249fc95..477fcda 100644
--- a/plugins/derivatives/options.c
+++ b/plugins/derivatives/options.c
@@ -569,7 +569,7 @@ static GnmFuncHelp const help_opt_bs_carrycost[] = {
DEF_ARG_RATE_RISKFREE,
DEF_ARG_VOLATILITY,
DEF_ARG_CC_OPT,
- { GNM_FUNC_HELP_DESCRIPTION, F_("OPT_BS_DELTA uses the Black-Scholes model to calculate "
+ { GNM_FUNC_HELP_DESCRIPTION, F_("OPT_BS_CARRYCOST uses the Black-Scholes model to calculate "
"the 'elasticity' of a European option struck at @{strike} "
"on an asset with spot price @{spot}. The elasticity of an option "
"is the rate of change of its price "
@@ -1382,7 +1382,6 @@ opt_complex_chooser(GnmFuncEvalInfo *ei, GnmValue const * const *argv)
static GnmFuncHelp const help_opt_complex_chooser[] = {
{ GNM_FUNC_HELP_NAME, F_("OPT_COMPLEX_CHOOSER:theoretical price of a complex chooser option")},
- DEF_ARG_CALL_PUT_FLAG,
DEF_ARG_SPOT,
{ GNM_FUNC_HELP_ARG, F_("strike_call:strike price, if exercised as a call option.")},
{ GNM_FUNC_HELP_ARG, F_("strike_put:strike price, if exercised as a put option")},
@@ -1976,17 +1975,17 @@ GnmFuncDescriptor const derivatives_functions [] = {
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
{ "opt_bs_delta",
- "sffffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
+ "sfffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
help_opt_bs_delta, opt_bs_delta, NULL, NULL, NULL, NULL,
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
{ "opt_bs_rho",
- "sffffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
+ "sfffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
help_opt_bs_rho, opt_bs_rho, NULL, NULL, NULL, NULL,
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
{ "opt_bs_theta",
- "sffffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
+ "sfffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
help_opt_bs_theta, opt_bs_theta, NULL, NULL, NULL, NULL,
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
@@ -2001,7 +2000,7 @@ GnmFuncDescriptor const derivatives_functions [] = {
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
{ "opt_bs_carrycost",
- "sffffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
+ "sfffff|f", N_("call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"),
help_opt_bs_carrycost, opt_bs_carrycost, NULL, NULL, NULL, NULL,
GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
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