simplify

Author: AlexJReid

example/README.md

@@ -1,47 +1,16 @@
-# Example ZigXLL User Project
+# Example ZigXLL Project
 
-This is an example of how to use ZigXLL as a library.
+Example project showing how to use ZigXLL to create custom Excel functions.
 
-## Structure
-
-```
-src/
-├── main.zig              ← Entry point (re-exports zigxll framework)
-├── user_functions.zig    ← Register your function modules here
-└── my_functions.zig      ← Your custom functions
-```
-
-## Building
+## Quick Start
 
 ```bash
 zig build
 ```
 
-Your XLL will be in `zig-out/lib/my_excel_functions.xll`
-
-## Example Functions Included
+Output: `zig-out/lib/my_excel_functions.xll`
 
-This example includes several custom Excel functions. **Note that these are for demonstration purposes.**
+## Example Functions
 
-- **double(x)** - Doubles a number
-- **reverse(text)** - Reverses a string
-
-- **MyFunctions.BSCall(S, K, T, r, sigma)** - Black-Scholes call option price
-  - S: Current stock price
-  - K: Strike price
-  - T: Time to maturity (years)
-  - r: Risk-free rate
-  - sigma: Volatility
-
-- **MyFunctions.BSPut(S, K, T, r, sigma)** - Black-Scholes put option price
-  - S: Current stock price
-  - K: Strike price
-  - T: Time to maturity (years)
-  - r: Risk-free rate
-  - sigma: Volatility
-
-Example usage in Excel:
-```
-=MyFunctions.BSCall(100, 105, 1, 0.05, 0.2)
-=MyFunctions.BSPut(100, 105, 1, 0.05, 0.2)
-```
+- `double(x)` - Doubles a number
+- `reverse(text)` - Reverses a string

example/src/my_functions.zig

@@ -36,88 +36,6 @@ fn reverseFunc(text: []const u8) ![]const u8 {
     for (text, 0..) |c, i| {
         result[text.len - 1 - i] = c;
     }
-    return result;
-}
-
-// Black-Scholes Call Option Price
-pub const bs_call = ExcelFunction(.{
-    .name = "MyFunctions.BSCall",
-    .description = "Black-Scholes European Call Option Price",
-    .category = "Finance",
-    .params = &[_]ParamMeta{
-        .{ .name = "S", .description = "Current stock price" },
-        .{ .name = "K", .description = "Strike price" },
-        .{ .name = "T", .description = "Time to maturity (years)" },
-        .{ .name = "r", .description = "Risk-free rate" },
-        .{ .name = "sigma", .description = "Volatility" },
-    },
-    .func = blackScholesCall,
-});
-
-fn blackScholesCall(S: f64, K: f64, T: f64, r: f64, sigma: f64) !f64 {
-    if (T <= 0) return error.InvalidMaturity;
-    if (sigma <= 0) return error.InvalidVolatility;
-    if (S <= 0) return error.InvalidStockPrice;
-    if (K <= 0) return error.InvalidStrikePrice;
-
-    const d1 = (std.math.log(f64, std.math.e, S / K) + (r + sigma * sigma / 2.0) * T) / (sigma * std.math.sqrt(T));
-    const d2 = d1 - sigma * std.math.sqrt(T);
-
-    const call_price = S * cumulativeNormal(d1) - K * @exp(-r * T) * cumulativeNormal(d2);
-    return call_price;
-}
-
-// Black-Scholes Put Option Price
-pub const bs_put = ExcelFunction(.{
-    .name = "MyFunctions.BSPut",
-    .description = "Black-Scholes European Put Option Price",
-    .category = "Finance",
-    .params = &[_]ParamMeta{
-        .{ .name = "S", .description = "Current stock price" },
-        .{ .name = "K", .description = "Strike price" },
-        .{ .name = "T", .description = "Time to maturity (years)" },
-        .{ .name = "r", .description = "Risk-free rate" },
-        .{ .name = "sigma", .description = "Volatility" },
-    },
-    .func = blackScholesPut,
-});
-
-fn blackScholesPut(S: f64, K: f64, T: f64, r: f64, sigma: f64) !f64 {
-    if (T <= 0) return error.InvalidMaturity;
-    if (sigma <= 0) return error.InvalidVolatility;
-    if (S <= 0) return error.InvalidStockPrice;
-    if (K <= 0) return error.InvalidStrikePrice;
-
-    const d1 = (std.math.log(f64, std.math.e, S / K) + (r + sigma * sigma / 2.0) * T) / (sigma * std.math.sqrt(T));
-    const d2 = d1 - sigma * std.math.sqrt(T);
-
-    const put_price = K * @exp(-r * T) * cumulativeNormal(-d2) - S * cumulativeNormal(-d1);
-    return put_price;
-}
 
-// Cumulative Normal Distribution (approximation)
-fn cumulativeNormal(x: f64) f64 {
-    const a1: f64 = 0.319381530;
-    const a2: f64 = -0.356563782;
-    const a3: f64 = 1.781477937;
-    const a4: f64 = -1.821255978;
-    const a5: f64 = 1.330274429;
-    const gamma: f64 = 0.2316419;
-
-    const k = 1.0 / (1.0 + gamma * @abs(x));
-    const k2 = k * k;
-    const k3 = k2 * k;
-    const k4 = k3 * k;
-    const k5 = k4 * k;
-
-    const sqrt_2pi = std.math.sqrt(2.0 * std.math.pi);
-    const pdf = @exp(-0.5 * x * x) / sqrt_2pi;
-
-    const cdf_approx = 1.0 - pdf * (a1 * k + a2 * k2 + a3 * k3 + a4 * k4 + a5 * k5);
-
-    if (x >= 0.0) {
-        return cdf_approx;
-    } else {
-        return 1.0 - cdf_approx;
-    }
+    return result;
 }