Nothing
hedging.iid = function(R,T,K,r,put,n,m,minS,maxS)
{
N=length(R)
out0 = .C("HedgingIID",
as.double(R),
as.double(T),
as.double(K),
as.double(r),
as.integer(put),
as.integer(n),
as.integer(m),
as.double(maxS),
as.double(minS),
as.integer(N),
S = double(m),
Cvec = double(n*m),
avec = double(n*m),
rho = double(1)
)
S = out0$S;
rho = out0$rho;
C = matrix(out0$Cvec,nrow=n,ncol=m);
a = matrix(out0$avec,nrow=n,ncol=m);
phi1 = (a[1,] - C[1,]*rho)/S;
out.names = c('S', 'C','a', 'rho','phi1')
out = list(S=S, C=C,a=a,rho=rho,phi1=phi1)
out
}
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