.gitignore

*
!.gitignore
!def.sty

def.sty

\NeedsTeXFormat{LaTeX2e}[1994/06/01]
\ProvidesPackage{custom}[2013/01/13 Custom Package]

\RequirePackage{lmodern}
\RequirePackage[fleqn]{amsmath}
\RequirePackage[letterpaper, margin=1in]{geometry}
\RequirePackage[T1]{fontenc}
\RequirePackage{mathrsfs}
\RequirePackage{amssymb}
\RequirePackage{graphicx}           % For images
\graphicspath{{img/}}
\RequirePackage{dsfont}             % For indicatrice function 1_A
\RequirePackage{bm}                 % For bold mathematical formulas
\RequirePackage{stmaryrd}           % For integer intervals llbracket rrbracket
\RequirePackage{listings}           % For code text
\lstset{showstringspaces=false}     % Removes ugly spaces
\RequirePackage{microtype}          % Improves spaces between words
\RequirePackage{datetime}           % Improves date management
\RequirePackage{xcolor}
\RequirePackage{url}                % URL for biblio
\RequirePackage{float}              % To use figure[H] and force placement
\RequirePackage{array, multirow}    % Tables
\RequirePackage{amsthm}             % Theorems
\RequirePackage{subcaption}
\RequirePackage{booktabs}
\RequirePackage[toc,page]{appendix}


%% Global indentation option
\newif\if@neverindent\@neverindentfalse
\DeclareOption{neverindent}{
  \@neverindenttrue
}

\ProcessOptions\relax

\def\B{\mathcal{B}}       % Borel sets
\def\C{\mathbb{C}}        % Complex numbers
\def\Bb{\bar{\B}}         % Lebesgue sets
\def\R{\mathbb{R}}        % Reals
\def\N{\mathbb{N}}        % Naturals
\def\F{\mathcal{F}}       % F sigma-algebra
\def\G{\mathcal{G}}       % G sigma-algebra
\def\H{\mathcal{H}}       % H sigma-algebra
\def\D{\mathcal{D}}       % Law / Distribution
\def\normal{\mathcal{N}}  % Normal distribution
\def\1{\mathds{1}}        % Indicatrice Function
\def\I{\mathbb{I}}        % Ito Integral
\def\S{\mathcal{S}}       % Partial sums
\def\d{\mathrm{d}}        % Little difference
\def\Q{\mathbb{Q}}        % Risk-Neutral Measure
\def\cond{\ \middle|\ }   % Conditional vertical bar
\def\h{\hat}              % Shortcut for Fourier transform
\def\W{\widetilde{W}}     % Independent Brownian Motions
\def\D{\mathcal{D}}       % Dirichlet Space

% Shortcuts
\def\f{\frac}
\def\r{\right}
\def\l{\left}
\def\b{\textbf}
\def\s{\sqrt}
\def\rb{\bar{r}}
\def\nub{\bar{\nu}}
\def\i{\infty}
\def\t{\text}

\makeatletter

  % Conditional Expection
  \newcommand{\E}{\@ifnextchar[{\@with}{\@without}}
  \def\@with[#1]#2{\mathbb{E}^{#1}\l[#2\r]}
  \def\@without#1{\mathbb{E}\l[#1\r]}

  % Probability measure
  \renewcommand{\P}{\@ifnextchar[{\@probawith}{\@probawithout}}
  \def\@probawith[#1]#2{\mathbb{P}^{#1}\l(#2\r)}
  \def\@probawithout#1{\mathbb{P}\l(#1\r)}

  % Continuous Functions
  \newcommand{\Co}{\@ifnextchar[{\@cowith}{\@cowithout}}
  \def\@cowith[#1]#2{\mathcal{C}^{#1}\l(#2\r)}
  \def\@cowithout#1{\mathcal{C}\l(#1\r)}

  % Partial Derivatives
  \newcommand{\diff}{\@ifnextchar[{\@diffwith}{\@diffwithout}}
  \def\@diffwith[#1]#2#3{\frac{\partial^{#1} #2}{\partial #3^{#1}}}
  \def\@diffwithout#1#2{\frac{\partial #1}{\partial #2}}

\makeatother

\newcommand{\abs}[1]{\l\lvert {#1} \r\rvert}               % Absolute value
\newcommand{\norm}[1]{\l\lVert#1\r\rVert}                  % Norm
\newcommand{\Var}[1]{\text{Var}\l(#1\r)}                   % Variance
\newcommand{\floor}[1]{\l\lfloor#1\r\rfloor}               % Floor
\newcommand{\bra}[1]{\l\llbracket#1\r\rrbracket}           % Integer interval
\newcommand{\ip}[2]{{\l\langle#1,#2\r\rangle}_{2, \i}}     % Inner product
\newcommand{\ipL}[2]{{\l\langle#1,#2\r\rangle}_2}          % Inner Product
\newcommand{\cov}[2]{{\l\lbrack#1,#2\r\rbrack}}            % Covariation
\newcommand{\Cov}[1]{\text{Cov}\l(#1\r)}
\newcommand{\mat}[1]{\begin{bmatrix}#1\end{bmatrix}}       % Matrix
\renewcommand{\L}[1]{\mathcal{L}\l(#1\r)}                  % Linear Operators
\let\oldRe\Re
\renewcommand{\Re}[1]{\oldRe\l\{#1\r\}}                    % Real part
\let\oldIm\Im
\renewcommand{\Im}[1]{\oldIm\l\{#1\r\}}                    % Imaginary part
\newcommand{\tend}[3]{
  \overset
    {\ifthenelse{\equal{#3}{}}{}{#3}}
    {\underset
      {\ifthenelse{\equal{#1}{}}{n}{#1} \to \ifthenelse{\equal{#2}{}}{+\i}{#2}}
      {\longrightarrow}
    }
}


\newlength{\pardefault}
\setlength{\pardefault}{\parindent}
\newcommand{\neverindent}{ \setlength{\parindent}{0pt} }
\newcommand{\autoindent}{ \setlength{\parindent}{\pardefault} }

\if@neverindent
\neverindent
\fi

\endinput