scaddins/source/pricing/black_scholes.cxx | 6 +-----
1 file changed, 1 insertion(+), 5 deletions(-)
New commits:
commit 98355e65aa105bfdaf7d7907d8be6bcc87784f72
Author: Bogdan Buzea <buzea.bog...@libreoffice.org>
AuthorDate: Mon Oct 21 17:51:03 2024 +0200
Commit: David Gilbert <freedesk...@treblig.org>
CommitDate: Wed Nov 6 22:42:47 2024 +0100
tdf#163486: PVS: Identical branches
V1037 Two or more case-branches perform the same actions. Check lines: 562,
587
Change-Id: I99c433daf9072b4e070a2ba0095d51591ebf7810
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/175359
Reviewed-by: David Gilbert <freedesk...@treblig.org>
Tested-by: Jenkins
diff --git a/scaddins/source/pricing/black_scholes.cxx
b/scaddins/source/pricing/black_scholes.cxx
index 98baa307c100..aa417f21af2d 100644
--- a/scaddins/source/pricing/black_scholes.cxx
+++ b/scaddins/source/pricing/black_scholes.cxx
@@ -559,6 +559,7 @@ static double barrier_term(double S, double vol, double rd,
double rf,
double c = 12.0*(rd-rf)/(vol*vol*vol*vol); // helper -db/dvol
switch(greek) {
case types::Value:
+ case types::Theta:
val = vanilla_trunc(sc*S,vol,rd,rf,tau,K,B1,B2,pc,fd,greek)
- pow(B/S,a)*
vanilla_trunc(sc*B*B/S,vol,rd,rf,tau,K,B1,B2,pc,fd,greek);
@@ -583,11 +584,6 @@ static double barrier_term(double S, double vol, double
rd, double rf,
vanilla_trunc(sc*B*B/S,vol,rd,rf,tau,K,B1,B2,pc,fd,types::Gamma)
);
break;
- case types::Theta:
- val = vanilla_trunc(sc*S,vol,rd,rf,tau,K,B1,B2,pc,fd,greek)
- - pow(B/S,a)*
- vanilla_trunc(sc*B*B/S,vol,rd,rf,tau,K,B1,B2,pc,fd,greek);
- break;
case types::Vega:
val = vanilla_trunc(sc*S,vol,rd,rf,tau,K,B1,B2,pc,fd,greek)
- pow(B/S,a) * (
