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The following commit(s) were added to refs/heads/master by this push:
new 1ad4d3909 sample code cleanup
1ad4d3909 is described below
commit 1ad4d3909a51101741ee80b3e5f5ce814d949cb2
Author: Robert Lazarski <[email protected]>
AuthorDate: Tue Dec 30 16:21:36 2025 -1000
sample code cleanup
---
.../financial-benchmark-service/src/financial_benchmark_service.c | 4 ++--
.../financial-benchmark-service/src/financial_benchmark_service.h | 4 ++--
2 files changed, 4 insertions(+), 4 deletions(-)
diff --git
a/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.c
b/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.c
index e04dc05da..eec4fa025 100644
---
a/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.c
+++
b/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.c
@@ -152,7 +152,7 @@ finbench_get_device_info(const axutil_env_t *env)
* Portfolio Variance Implementation
*
* Core calculation: σ²_p = Σ_i Σ_j w_i * w_j * σ_ij
- * This is O(n²) - exactly what DPT v2 does for correlation calculations.
+ * This is O(n²) - common for correlation calculations.
* ============================================================================
*/
@@ -372,7 +372,7 @@ finbench_calculate_portfolio_variance(
* Core O(n²) calculation:
* σ²_p = Σ_i Σ_j w_i * w_j * σ_ij
*
- * This is exactly what DPT v2 does for correlation calculations.
+ * This is common for correlation calculations.
* On a 500-asset portfolio, this is 250,000 operations.
*/
for (i = 0; i < n; i++) {
diff --git
a/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.h
b/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.h
index 5896e290a..8d2c74484 100644
---
a/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.h
+++
b/samples/user_guide/financial-benchmark-service/src/financial_benchmark_service.h
@@ -64,7 +64,7 @@ extern "C"
* Portfolio Variance Calculation
*
* Calculates portfolio variance using covariance matrix multiplication.
- * This is an O(n²) operation that mirrors DPT v2 correlation calculations.
+ * This is an O(n²) operation that mirrors common correlation calculations.
*
* Formula: σ²_p = Σ_i Σ_j w_i * w_j * σ_ij
* where w = weights vector, σ = covariance matrix
@@ -219,7 +219,7 @@ typedef struct finbench_monte_carlo_response
} finbench_monte_carlo_response_t;
/* ============================================================================
- * Scenario Analysis (mirrors DPT fundAssetList.find() patterns)
+ * Scenario Analysis (mirrors common financial patterns)
*
* Demonstrates O(1) hash table lookups vs O(n) array scans.
* ============================================================================
