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| author | Bertrand <bertrand.horel@gmail.com> | 2016-02-16 22:37:39 +0000 |
|---|---|---|
| committer | Bertrand <bertrand.horel@gmail.com> | 2016-02-16 22:37:39 +0000 |
| commit | 3d1bb1d9272b1cc68ed7d36bbd9a637a5e4c538e (patch) | |
| tree | 49f08edc2c7fe71df45640b288d3a94752384bec | |
| parent | a9b57e0fc0801530f26afa76dcc7ba0c4ec54c19 (diff) | |
| download | projet_C++-3d1bb1d9272b1cc68ed7d36bbd9a637a5e4c538e.tar.gz | |
recorrection
| -rw-r--r-- | option.cpp | 3 |
1 files changed, 2 insertions, 1 deletions
@@ -52,9 +52,10 @@ struct quasi_option : public generator<double> seed[i]=U(); X[i] = gsl_cdf_gaussian_Pinv(frac_part(seed[i]+X[i]), 1); } + sum += payoff(X); //std::cout<<X[i]<<std::endl; } - sum += payoff(X); + return sum/n; }; |
