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MathHelper. Decimal overloads.
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mikasoukhov committed Mar 21, 2018
1 parent 382ea68 commit d2359d6
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2 changes: 1 addition & 1 deletion Algo/Derivatives/DerivativesHelper.cs
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Expand Up @@ -729,7 +729,7 @@ public static double D1(decimal assetPrice, decimal strike, decimal riskFree, de
if (deviation < 0)
throw new ArgumentOutOfRangeException(nameof(deviation), deviation, LocalizedStrings.Str711);

return (((double)assetPrice / (double)strike).Log() +
return ((double)(assetPrice / strike).Log() +
(double)(riskFree - dividend + deviation * deviation / 2.0m) * timeToExp) / ((double)deviation * timeToExp.Sqrt());
}

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13 changes: 0 additions & 13 deletions Localization/XmlComments/StockSharp.Algo.Expressions.csv
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Expand Up @@ -45,16 +45,3 @@ M:StockSharp.Algo.Expressions.ExpressionIndexSecurity.ToSerializedString/summary
M:StockSharp.Algo.Expressions.ExpressionIndexSecurity.ToSerializedString/returns;DocStr9586
M:StockSharp.Algo.Expressions.ExpressionIndexSecurity.FromSerializedString(System.String)/summary;DocStr9587
M:StockSharp.Algo.Expressions.ExpressionIndexSecurity.FromSerializedString(System.String)/param/text;DocStr9588
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P:StockSharp.Algo.Expressions.Xaml.IndexEditor.Formula/summary;DocStr1110
P:StockSharp.Algo.Expressions.Xaml.IndexEditor.Text/summary;Str217
P:StockSharp.Algo.Expressions.Xaml.IndexEditor.HasError/summary;DocStr8205
P:StockSharp.Algo.Expressions.Xaml.IndexEditor.HighligthFunctions/summary;DocStr8206
P:StockSharp.Algo.Expressions.Xaml.IndexEditor.HighligthFunctions/remarks;DocStr8207
P:StockSharp.Algo.Expressions.Xaml.IndexEditor.HighligthForeColor/summary;DocStr8208
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E:StockSharp.Algo.Expressions.Xaml.IndexEditor.SecurityClicked/summary;DocStr8210
E:StockSharp.Algo.Expressions.Xaml.IndexEditor.TextChanged/summary;DocStr1489
M:StockSharp.Algo.Expressions.Xaml.IndexEditor.InitializeComponent/summary;DocStr8
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66 changes: 0 additions & 66 deletions References/StockSharp.Algo.Expressions.xml

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