From 23984a21df311334f072b8413d4a5ab9644a98f3 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fran=C3=A7ois=20Pelletier?= <franc00018@gmail.com>
Date: Sat, 22 Feb 2014 13:31:04 -0500
Subject: [PATCH] =?UTF-8?q?retrait=20de=20dampedcfcallCarrMadan=20qui=20?=
 =?UTF-8?q?=C3=A9tait=20pas=20dans=20le=20bon=20paquet?=
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---
 R/dampedcfcallCarrMadan.R    | 44 ------------------------------------
 man/dampedcfcallCarrMadan.Rd | 37 ------------------------------
 2 files changed, 81 deletions(-)
 delete mode 100644 R/dampedcfcallCarrMadan.R
 delete mode 100644 man/dampedcfcallCarrMadan.Rd

diff --git a/R/dampedcfcallCarrMadan.R b/R/dampedcfcallCarrMadan.R
deleted file mode 100644
index 8a29c74..0000000
--- a/R/dampedcfcallCarrMadan.R
+++ /dev/null
@@ -1,44 +0,0 @@
-# Damped characteristic function of the call option log-price
-# 
-# Author: Francois Pelletier
-#
-# LGPL 3.0
-###############################################################################
-
-
-#' Damped characteristic function of the call option log-price
-#' @param u Transform variate
-#' @param char.fn Characteristic function of the log-price process
-#' @param eval.time Evaluation time
-#' @param expiry.time Expiry time
-#' @param rate Continuously compounded interest rate (force of interest)
-#' @param alpha Damping parameter
-#' @param ... Parameters of the characteristic function
-#' @param moneyness Boolean for moneyness of call option 
-#' (TRUE if strike price is lower than stock price)
-#' @return Characteristic function value
-#' 
-#' @author Francois Pelletier
-dampedcfcallCarrMadan <- function(u,char.fn,eval.time,expiry.time,rate,alpha,...,moneyness=TRUE)
-{
-	if(moneyness)
-	{
-		exp(-rate*(expiry.time-eval.time))*
-				char.fn(u-1i*(alpha+1),expiry.time-eval.time,...) / 
-				(alpha^2+alpha-u^2+1i*u*(2*alpha+1))
-	}
-	else
-	{
-		auxiliairyf <- function(u,char.fn,eval.time,expiry.time,rate,alpha,...)
-		{
-			exp(-rate*(expiry.time-eval.time))*
-					(1/(1+1i*u)-exp(rate*(expiry.time-eval.time))/
-						(1i*u)-char.fn(u-1i,expiry.time-eval.time,...)/(u^2-1i*u))
-		}
-		(auxiliairyf(u-1i*alpha,char.fn,eval.time,expiry.time,rate,alpha,...)-
-				auxiliairyf(u+1i*alpha,char.fn,eval.time,expiry.time,rate,alpha,...))/2
-	}
-	
-}
-
-
diff --git a/man/dampedcfcallCarrMadan.Rd b/man/dampedcfcallCarrMadan.Rd
deleted file mode 100644
index 49450de..0000000
--- a/man/dampedcfcallCarrMadan.Rd
+++ /dev/null
@@ -1,37 +0,0 @@
-\name{dampedcfcallCarrMadan}
-\alias{dampedcfcallCarrMadan}
-\title{Damped characteristic function of the call option log-price}
-\usage{
-dampedcfcallCarrMadan(u, char.fn, eval.time, expiry.time, rate, alpha, ...,
-  moneyness = TRUE)
-}
-\arguments{
-  \item{u}{Transform variate}
-
-  \item{char.fn}{Characteristic function of the log-price
-  process}
-
-  \item{eval.time}{Evaluation time}
-
-  \item{expiry.time}{Expiry time}
-
-  \item{rate}{Continuously compounded interest rate (force
-  of interest)}
-
-  \item{alpha}{Damping parameter}
-
-  \item{...}{Parameters of the characteristic function}
-
-  \item{moneyness}{Boolean for moneyness of call option
-  (TRUE if strike price is lower than stock price)}
-}
-\value{
-Characteristic function value
-}
-\description{
-Damped characteristic function of the call option log-price
-}
-\author{
-Francois Pelletier
-}
-