rectification, renommage quasi_mean en monte_carlo, renommage quasi_option en quasi_mean qui est déplacée dans rqmc.hpp

3 files changed, 25 insertions, 28 deletions

diff --git a/src/option.hpp b/src/option.hpp
index 1a3733c..4d9ee13 100644
--- a/src/option.hpp
+++ b/src/option.hpp
@@ -27,25 +27,3 @@ struct asian_option : public std::unary_function<std::vector<double>, double>
     };
         
         
-
-
-template <typename Fct, typename LDS>
-struct quasi_option : public generator<typename Fct::result_type>
-{
-    quasi_option(int n, int d, Fct payoff) : n(n), d(d), payoff(payoff), G(d) {};
-        
-    typename Fct::result_type operator()() {
-        double sum =0;
-        for(int i=0; i<n; i++){
-            sum += payoff(G());
-            
-        }
-        return sum/n;
-    };
-    
-    private:
-        int n, d;
-        Fct payoff;
-        quasi_gaussian<LDS> G;
-    };
-
diff --git a/src/projet.cpp b/src/projet.cpp
index 57f6b91..b4fa5f9 100644
--- a/src/projet.cpp
+++ b/src/projet.cpp
@@ -71,13 +71,13 @@ void exemple2_rqmc() {
 
     
     std::vector<double> result(3);
-    result = quasi_mean(100, quasi_option<asian_option, sobol> (N, d, A));
+    result = monte_carlo(100, quasi_mean<asian_option, sobol> (N, d, A));
     for(int i =0; i<3; i++){
         std::cout<<result[i]<<std::endl;
     }
     
     std::vector<double> result2(3);
-    result2 = quasi_mean(100, quasi_option<asian_option, halton> (N, d, A));
+    result2 = monte_carlo(100, quasi_mean<asian_option, halton> (N, d, A));
     for(int i =0; i<3; i++){
         std::cout<<result2[i]<<std::endl;
     }
@@ -91,7 +91,7 @@ void exemple1_rqmc(){
     int N = 100;
     first f; //comme quasi_gaussian retourne un vecteur, on doit composer avec f pour avoir le double QG()[0]
     std::vector<double> result(3);
-    result = quasi_mean (100,quasi_option<struct first, sobol> (N, 1, f));
+    result = monte_carlo (100,quasi_mean<struct first, sobol> (N, 1, f));
     for(int i =0; i<3; i++){
         std::cout<<result[i]<<std::endl;
     }
diff --git a/src/rqmc.hpp b/src/rqmc.hpp
index 03f7e81..840e069 100644
--- a/src/rqmc.hpp
+++ b/src/rqmc.hpp
@@ -56,7 +56,7 @@ mean(int n, VA X){
 //Les classes de monte-Carlo
 
 template <typename L>
-std::vector<double> quasi_mean(int n, L X, double p=0.05)
+std::vector<double> monte_carlo(int n, L X, double p=0.05)
 {
 	std::vector<double> result(3,0);
 	double x;
@@ -72,9 +72,9 @@ std::vector<double> quasi_mean(int n, L X, double p=0.05)
 };
 
 template <typename L, typename Fct>
-std::vector<double> quasi_mean(int n, Fct f, L X, double p=0.05)
+std::vector<double> monte_carlo(int n, Fct f, L X, double p=0.05)
 {
-	return quasi_mean(n, compose(f, X), p); 
+	return monte_carlo(n, compose(f, X), p); 
 };
 
 //Les classes de quasi-mean
@@ -120,6 +120,25 @@ struct gaussian_d : public var_alea<std::vector<double> >
     gaussian G;
 };
 
+template <typename Fct, typename LDS>
+struct quasi_mean : public generator<typename Fct::result_type>
+{
+    quasi_mean(int n, int d, Fct f) : n(n), d(d), f(f), G(d) {};
+        
+    typename Fct::result_type operator()() {
+        double sum =0;
+        for(int i=0; i<n; i++){
+            sum += f(G());
+            
+        }
+        return sum/n;
+    };
+    
+    private:
+        int n, d;
+        Fct f;
+        quasi_gaussian<LDS> G;
+    };