Commit 67c64a4d authored by Jody Goldberg's avatar Jody Goldberg

http://bugzilla.gnome.org/show_bug.cgi?id=155635

s/annualised/annualized/

patch applied
parent df7a4460
......@@ -803,7 +803,7 @@ static char const *help_opt_jump_diff = {
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price of the option.\n"
"@time is the time to maturity of the option expressed in years.\n"
"@rate is the annualised rate of interest.\n"
"@rate is the annualized rate of interest.\n"
"@volatility is the annualized volatility of the underlying asset.\n"
"@lambda is expected number of 'jumps' per year.\n"
"@gamma is proportion of volatility explained by the 'jumps.'\n"
......@@ -1007,7 +1007,7 @@ static char const *help_opt_rgw = {
"@strike is the strike price at which the option is struck.\n"
"@t1 is the time to the dividend payout.\n"
"@t2 is the time to option expiration.\n"
"@rate is the annualised rate of interest.\n"
"@rate is the annualized rate of interest.\n"
"@d is the amount of the dividend to be paid.\n"
"@volatility is the annualized rate of volatility of the underlying asset.\n"
"\n"
......@@ -1060,10 +1060,10 @@ static char const *help_opt_baw_amer = {
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
"\n"
......@@ -1242,8 +1242,8 @@ static char const *help_opt_bjer_stens = {
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
"@rate is the risk annualised free rate of interest.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"\n"
......@@ -1326,8 +1326,8 @@ static char const *help_opt_exec = {
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
"@rate is the risk annualised free rate of interest.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@lambda is the jump rate for executives."
......@@ -1375,8 +1375,8 @@ static char const *help_opt_forward_start = {
"@alpha is a fraction that set the strike price the future date @time1.\n"
"@time1 is the number of days until the option starts.\n"
"@time is the number of days to maturity of the option.\n"
"@rate is the risk annualised free rate of interest.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield."
"\n"
......@@ -1443,7 +1443,7 @@ static char const *help_opt_time_switch = {
"@m is the number of time units the option has already met the condition.\n"
"@dt is the agreed upon discrete time period (often a day) expressed as "
"a fraction of a year.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield."
......@@ -1495,7 +1495,7 @@ static char const *help_opt_simple_chooser = {
"@strike is the strike price at which the option is struck.\n"
"@time1 is the time in years until the holder chooses a put or a call option.\n"
"@time2 is the time in years until the the chosen option expires.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield."
......@@ -1559,10 +1559,10 @@ static char const *help_opt_complex_chooser = {
"@time is the time in years until the holder chooses a put or a call option. \n"
"@time_call is the time in years to maturity of the call option if chosen.\n"
"@time_put is the time in years to maturity of the put option if chosen.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
......@@ -1672,10 +1672,10 @@ static char const *help_opt_on_options = {
"@time1 is the time in years to maturity of the option.\n"
"@time2 is the time in years to the maturity of the underlying option.\n"
"(@time2 >= @time1).\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset of the underlying option."
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset of the underlying option.\n"
"@volatility is the annualized volatility in price of the underlying asset of the underlying option.\n"
"\n"
"@EXAMPLES=\n"
"\n"
......@@ -1759,10 +1759,10 @@ static char const *help_opt_extendible_writer = {
"@strike2 is the strike price at which the option is re-struck if out of the money at @time1.\n"
"@time1 is the initial maturity of the option in years.\n"
"@time2 is the is the extended maturity in years if chosen.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
......@@ -1821,10 +1821,10 @@ static char const *help_opt_2_asset_correlation = {
"@strike1 & @strike2 are the strike prices at which the option"
" is struck.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying assets, "
"for common stocks, this would be the dividend yield.\n"
"@volatility1 & @volatility2 are the annualised volatility in price of the underlying assets.\n"
"@volatility1 & @volatility2 are the annualized volatility in price of the underlying assets.\n"
"\n"
"@EXAMPLES=\n"
......@@ -1869,10 +1869,10 @@ static char const *help_opt_euro_exchange = {
"price @spot2 for another, with quantity @qty1 and spot price "
"@spot1.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying assets, "
"for common stocks, this would be the dividend yield.\n"
"@volatility1 & @volatility2 are the annualised volatility in price of the underlying assets.\n"
"@volatility1 & @volatility2 are the annualized volatility in price of the underlying assets.\n"
"@rho is the correlation between the two assets.\n"
"\n"
"@EXAMPLES=\n"
......@@ -1910,10 +1910,10 @@ static char const *help_opt_amer_exchange = {
"price @spot2 for another, with quantity @qty1 and spot price "
"@spot1.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying assets, "
"for common stocks, this would be the dividend yield.\n"
"@volatility1 & @volatility2 are the annualised volatility in price of the underlying assets.\n"
"@volatility1 & @volatility2 are the annualized volatility in price of the underlying assets.\n"
"@rho is the correlation between the two assets.\n"
"\n"
"@EXAMPLES=\n"
......@@ -1954,8 +1954,8 @@ static char const *help_opt_spread_approx = {
"@fut_price1 & @fut_price2 are the prices of the two futures contracts.\n"
"@strike is the strike price at which the option is struck \n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@volatility1 & @volatility2 are the annualised volatility in price of the underlying futures contracts.\n"
"@rate is the risk annualized free rate of interest.\n"
"@volatility1 & @volatility2 are the annualized volatility in price of the underlying futures contracts.\n"
"@rho is the correlation between the two futures contracts.\n"
"\n"
"@EXAMPLES=\n"
......@@ -2008,10 +2008,10 @@ static char const *help_opt_float_strk_lkbk = {
"@spot_min is the minimum spot price of the underlying asset so far observed.\n"
"@spot_max is the maximum spot price of the underlying asset so far observed.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
"\n"
......@@ -2074,10 +2074,10 @@ static char const *help_opt_fixed_strk_lkbk = {
"@spot_max is the maximum spot price of the underlying asset so far observed.\n"
"@strike is the strike prices at which the option is struck.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@rate is the risk annualized free rate of interest.\n"
"@cost_of_carry is the leakage in value of the underlying asset, "
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
"\n"
......@@ -2155,8 +2155,8 @@ static char const *help_opt_binomial = {
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the initial maturity of the option in years.\n"
"@rate is the risk annualised free rate of interest.\n"
"@volatility is the annualised volatility in price of the underlying asset.\n"
"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
"@cost_of_carry is the leakage in value of the underlying asset.\n"
"\n"
"@EXAMPLES=\n"
......
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